# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-26-000080
**Filing Date:** 2026-6
**Character Count:** 2958659
**Document Hash:** 5ddd36d399311306f7aa73f18e83ff11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-26-000080.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001532203-26-000080

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 261128218

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Total International Bond Index Fund (Series ID: S000035729)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000109500 | Investor Shares      | VTIBX           |
| C000109501 | Admiral Shares       | VTABX           |
| C000109502 | Institutional Shares | VTIFX           |
| C000109503 | ETF Shares           | BNDX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL INTERNATIONAL BOND INDEX FUND

- **b. EDGAR series identifier (if any):** S000035729

- **c. LEI of Series:** 549300BXRBFWS9SORH32

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $120627992248.00

**Total Liabilities:** $2674042365.32

**Net Assets:** $117953949882.68

**Cash Not Reported:** $797498794.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24667.61779518 | **1-Year:** -2786472.55555080 | **5-Year:** -8452753.95473699 | **10-Year:** -8520119.58378160 | **30-Year:** -3089628.41068540

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

- **3-Month:** -112.66638246 | **1-Year:** -11869.02752628 | **5-Year:** -24827.99164329 | **10-Year:** -11399.61064332 | **30-Year:** -1771.51477907

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109500 | 1.46%                | -2.24%               | 0.23%                |
| Class ID C000109501 | 1.41%                | -2.24%               | 0.28%                |
| Class ID C000109502 | 1.47%                | -2.27%               | 0.27%                |
| Class ID C000109503 | 1.45%                | -2.26%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22634818.98             | $1006936033.76                             |
| Month 2  | $-65404450.87            | $-5728658530.93                            |
| Month 3  | $54128377.18             | $1933500019.86                             |

### Schedule of Portfolio Investments

| Name                                                                             | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3461295.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3521445.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1854074.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-603272.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-199229.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4364681.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6040944.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-953821.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $159686.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1373407.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7858776.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6136561.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2112116.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7092426.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7182201.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7137426.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7002426.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7317426.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7272201.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7439732.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8590026.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8398776.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8354226.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7326565.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7242907.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8127876.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1681062.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6658498.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1771662.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1678649.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1224304.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1224304.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1224304.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1224304.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8393826.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8348826.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6144058.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9029226.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9029226.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8891976.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2354786.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2341664.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8885226.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8890626.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8932026.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9337926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2840367.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46718.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46718.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8159194.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8103912.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8434563.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-851033.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8017490.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-377409.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2680222.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1210536.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1210536.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1210536.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1210536.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1812218.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10684829.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7108429.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10752628.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $313520.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11720223.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $312944.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7514249.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11583727.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11583727.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7532464.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7311462.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1503304.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2654886.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1880409.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9668676.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9983676.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10119126.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3081789.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9353676.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3364373.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-351175.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10007288.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3436631.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9985026.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3047031.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3134612.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10141988.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10456288.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10231788.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10411837.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10186888.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10186888.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10007647.26  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10233135.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10232910.56  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10548333.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10368733.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7210545.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9768266.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9681465.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3610816.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1200619.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1429142.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HKD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $49682.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1639847.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1639847.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10957955.76  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7772232.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7800440.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1043631.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1043631.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1043631.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1043631.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $149968.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6398753.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8735376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8491987.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6313306.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8733576.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1893936.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6228962.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7849894.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8176266.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8240376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1479054.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6512254.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6455227.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8779926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8012552.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6180008.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8735376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $151573.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6479105.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17611528.12  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8824476.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8851113.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17357254.60  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8012320.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6988279.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8967987.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17776.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1218975.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125372772.85 | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-81537418.63  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9240071.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7745947.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-605638.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9370.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2013490.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14015998.90  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28271788.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12480906.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1152451.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $145022.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3457354.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27275887.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2290966.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-52137371.95  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20595813.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-81453666.18  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7539110.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19535676.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8543053.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $483502.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-52144766.90  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4557050.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-112980328.31 | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1934832.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-70577851.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3146392.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15491895.86  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19228156.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-64482550.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1622995.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2053534.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4696492.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4308884.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8467.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $508065.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $441112.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $984493.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $283154.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1119376.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $123950.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-239355.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20004347.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27687457.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27070101.89  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-648.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10831782.31  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5780008.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19537560.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11866580.54  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-26786590.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-34689973.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1893506.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1893506.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11237099.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11573526.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6467260.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-114502.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8993779.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3453815.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10857136.73  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3883015.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11157018.43  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-346622.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3453815.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-918931.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11304876.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5356086.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3239815.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11303976.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11303976.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-481030.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3686322.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3086231.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11438976.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5280024.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-523357.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3429015.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8551093.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10810505.29  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7580325.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3082445.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11483076.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11416026.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3680661.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11797626.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11437626.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11527626.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11076276.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2659573.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10536276.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1601468.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7213836.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2705715.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7921252.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9545376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9634926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9635151.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10086276.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10311276.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4778435.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9274926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9725376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9814476.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14846826.82  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6810063.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2574532.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9274926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9229926.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9095376.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6341981.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46493830.30  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7780831.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6651498.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7897082.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5676654.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15737064.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15469626.12  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22572183.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3823302.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22882349.61  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5612892.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7803623.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $405310.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $953111.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $953111.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $953111.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $405310.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $405310.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $953111.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $405310.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-236172.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-478687.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-322518.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15979.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-415406.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-760719.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24637.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35364.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35364.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35364.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35364.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10772338.97  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3179348.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $274117.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11395326.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-212488.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $934410.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $225813.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $934410.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $225813.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $225813.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $934410.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $934410.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $225813.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1525222.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-282438.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $255.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32340.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-261866.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-615504.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-40298.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-388745.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37279.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $278910.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-255198.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $87239.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37234.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14284.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16409.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31160.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $49776.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13450.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1934700.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1941289.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19027.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-81389.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-811900.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $350963.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1062192.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $840769.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1764078.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1757210.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7773.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1258239.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-206244.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20471.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53047.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4711.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-770873.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $775491.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-574223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $580641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-259223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $265191.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7716919.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7674133.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7772747.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7730276.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55776.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50708.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-481844.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $497676.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-971054.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $878395.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-438045.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $457924.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1411269.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $950703.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1186574.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1395659.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-419355.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $441691.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-207308.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $213276.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $422691.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-416723.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $241791.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-236723.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $625641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-619223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $445641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $445641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-439223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-439223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $309741.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-304223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-214223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $220641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-214223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $220641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-304223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $310191.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-349223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $355641.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7421317.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7462980.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $129291.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-124223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $580191.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-574223.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $159440.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-146049.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1137991.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1226402.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1011320.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $530535.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8476451.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8430870.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1351154.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1141910.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63487.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46582.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46582.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63487.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63487.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46582.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46582.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63487.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1540776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1544708.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8558780.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8837856.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8794312.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8514794.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-289048.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $274760.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9117143.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9073479.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-63546.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $56381.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-119693.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $135533.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1810776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1807958.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1492958.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1495776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1404758.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1405776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1540776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1540208.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $334098.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-336362.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2035776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2036558.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-265843.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $268816.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-332983.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $330728.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2035776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2036108.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1424375.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1454482.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $288015.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-285361.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1900658.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1900776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1769258.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9117704.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9073479.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1765776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2485776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2491508.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $128999.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-127728.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1139271.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1226402.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $298808.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-303580.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $720480.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-929010.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $279463.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266085.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266085.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $279463.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266085.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266085.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $279463.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $279463.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $98195.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-105128.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-286769.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $48011.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-525956.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1405776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1412858.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-722506.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $716120.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1515873.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1522055.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1450776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1454258.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-241115.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $242846.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1768358.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1765776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1701308.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1698276.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-706755.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $704456.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1495776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1497683.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-485173.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1608276.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1610858.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $483179.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1589933.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1450776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1454933.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1544033.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1540776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1585776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1835183.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1830126.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1409708.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1405776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $270008.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-268346.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1540776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1545608.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1495776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1500158.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9742057.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-182685.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $183505.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9788414.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $268909.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-284388.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1997858.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1990776.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36459.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36806.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10297673.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10345383.90  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $227717.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12851.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-89015.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217516.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $227717.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93180.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12851.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217516.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-89015.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $227717.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93180.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12851.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217516.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-89015.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12851.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93180.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $227717.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-89015.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217516.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93180.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $88132.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77398.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77398.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $88132.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $88132.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77398.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $88132.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77398.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     28844000 | PA      | $36297820.71   | 0.03%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      5687000 | PA      | $6594068.76    | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     25743000 | PA      | $27995126.90   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     40129000 | PA      | $31882167.25   | 0.03%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     26008000 | PA      | $17602165.49   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     12810000 | PA      | $14537314.26   | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       894000 | PA      | $987007.62     | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      7600000 | PA      | $7383416.28    | 0.01%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     16500000 | PA      | $17528599.14   | 0.01%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     63612000 | PA      | $67181416.20   | 0.06%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     43910000 | PA      | $26372921.86   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      8241000 | PA      | $2902469.12    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     34412000 | PA      | $24130907.98   | 0.02%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2535541.63    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     30003000 | PA      | $30717982.59   | 0.03%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     42525000 | PA      | $17171596.83   | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      2200000 | PA      | $2333015.05    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     44718000 | PA      | $38311393.87   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      6000000 | PA      | $6794357.80    | 0.01%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     49483000 | PA      | $54385948.68   | 0.05%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |     18200000 | PA      | $20528307.61   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     79161000 | PA      | $82775855.14   | 0.07%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     35632000 | PA      | $29481277.87   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     79546000 | PA      | $92462302.09   | 0.08%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     14895000 | PA      | $17568507.08   | 0.01%             | 2029-05-23      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     53284000 | PA      | $54989833.69   | 0.05%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $6018303.65    | 0.01%             | 2030-05-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Oberoesterreich AG                                          | RAIFF LB OBEROST               | CUSIP: N/A<br>LEI: I6SS27Q1Q3385V753S50       | Long             | DBT              | CORP              | AT        |      7000000 | PA      | $8287308.97    | 0.01%             | 2027-12-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     55000000 | PA      | $66128333.31   | 0.06%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11624327.65   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |    121000000 | PA      | $139621783.88  | 0.12%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     36658000 | PA      | $41550821.60   | 0.04%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     39976000 | PA      | $46481183.87   | 0.04%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                        | KOMMUNALKREDIT                 | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     20700000 | PA      | $23989982.34   | 0.02%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     40000000 | PA      | $45952037.63   | 0.04%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      8500000 | PA      | $9772693.04    | 0.01%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11510002.43   | 0.01%             | 2035-11-26      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     62693800 | PA      | $72682817.04   | 0.06%             | 2032-09-20      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     50811900 | PA      | $59080350.09   | 0.05%             | 2036-02-20      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      9678400 | PA      | $11180678.82   | 0.01%             | 2056-03-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      6200000 | PA      | $6811278.23    | 0.01%             | 2029-03-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5714553.73    | 0.00%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: ZP4815137<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |     10500000 | PA      | $11002680.62   | 0.01%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      2400000 | PA      | $2798155.12    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11481597.76   | 0.01%             | 2031-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2557770.85    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    152075000 | PA      | $100671058.46  | 0.09%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     50029000 | PA      | $26869713.50   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     36511000 | PA      | $24183993.62   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    167648000 | PA      | $103040156.46  | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     37218000 | PA      | $20761488.36   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      3160000 | PA      | $2070907.32    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    168342000 | PA      | $98820972.29   | 0.08%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     58760000 | PA      | $36162123.67   | 0.03%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1170000 | PA      | $753958.59     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     35225000 | PA      | $19087578.66   | 0.02%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     37679000 | PA      | $25631531.84   | 0.02%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    164721000 | PA      | $100414519.78  | 0.09%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     90849000 | PA      | $32633843.01   | 0.03%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    178115000 | PA      | $104904494.72  | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    135401000 | PA      | $80761846.53   | 0.07%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     92580000 | PA      | $58755175.13   | 0.05%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     98000000 | PA      | $65086764.36   | 0.06%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    111000000 | PA      | $71779360.68   | 0.06%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     49000000 | PA      | $31983880.10   | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    123350000 | PA      | $83724676.70   | 0.07%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     90000000 | PA      | $60967312.82   | 0.05%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     70000000 | PA      | $47201635.73   | 0.04%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     60000000 | PA      | $42022466.77   | 0.04%             | 2037-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      4235000 | PA      | $3264480.27    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     34456000 | PA      | $23691700.36   | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     14325000 | PA      | $9997933.87    | 0.01%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    148520000 | PA      | $104695498.30  | 0.09%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    103547000 | PA      | $62417642.71   | 0.05%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     37313000 | PA      | $22052143.24   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    181570000 | PA      | $126894996.25  | 0.11%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    122029000 | PA      | $83663177.64   | 0.07%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     53684000 | PA      | $27232834.56   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    233083000 | PA      | $159964324.99  | 0.14%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    183635000 | PA      | $123824302.39  | 0.10%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     41599000 | PA      | $28908247.94   | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       530000 | PA      | $377070.49     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3980000 | PA      | $2812488.06    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       509000 | PA      | $358789.29     | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       650000 | PA      | $462192.76     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     11655000 | PA      | $8217021.49    | 0.01%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |       816000 | PA      | $575923.39     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       611000 | PA      | $429062.21     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      5238000 | PA      | $3358667.13    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      1281000 | PA      | $906933.63     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                  | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       220000 | PA      | $155427.01     | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1147000 | PA      | $803341.13     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      6420000 | PA      | $4574407.56    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |      1210000 | PA      | $857747.34     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      7110000 | PA      | $4956455.51    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       325000 | PA      | $226278.30     | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     95817000 | PA      | $64864132.45   | 0.05%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                  | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $70473.17      | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2520000 | PA      | $1780383.81    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     30104000 | PA      | $20844674.67   | 0.02%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4080000 | PA      | $2830060.14    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2030000 | PA      | $1410704.91    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       373000 | PA      | $258242.61     | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1570000 | PA      | $1107033.65    | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      1320000 | PA      | $915258.16     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10683000 | PA      | $7411642.41    | 0.01%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      1410000 | PA      | $986579.53     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      6500000 | PA      | $4189307.41    | 0.00%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $3162991.50    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3524000 | PA      | $2413525.12    | 0.00%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4864000 | PA      | $3309730.01    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      5180000 | PA      | $3651544.13    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $6823673.40    | 0.01%             | 2029-04-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     22290000 | PA      | $15231001.72   | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      2190000 | PA      | $1491523.26    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      1485000 | PA      | $992788.06     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |      2610000 | PA      | $1703778.86    | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      5840000 | PA      | $3029750.30    | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       740000 | PA      | $482405.35     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                            | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |      3720000 | PA      | $2291501.36    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     13020000 | PA      | $6679004.05    | 0.01%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     15283000 | PA      | $6735932.31    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7552000 | PA      | $3350791.71    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      7340000 | PA      | $4731789.23    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |     15020000 | PA      | $8588118.91    | 0.01%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                           | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |      2810000 | PA      | $1930337.50    | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |      1860000 | PA      | $1155766.53    | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      2530000 | PA      | $1770955.37    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      1250000 | PA      | $782204.27     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |      1490000 | PA      | $1021848.42    | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                             | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      2700000 | PA      | $1674888.15    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       930000 | PA      | $645866.67     | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3852000 | PA      | $2328510.62    | 0.00%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      6500000 | PA      | $4295824.79    | 0.00%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      3730000 | PA      | $2326014.45    | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      2490000 | PA      | $1631592.72    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23318000 | PA      | $14076488.28   | 0.01%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $1904085.07    | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |      3360000 | PA      | $2117297.72    | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      2240000 | PA      | $1480008.34    | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                            | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |      2160000 | PA      | $1359298.01    | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      1160000 | PA      | $779633.81     | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4650000 | PA      | $3139590.71    | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      3735000 | PA      | $2003332.04    | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $334226.72     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3474790.58    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3119548.81    | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ElectraNet Pty Ltd                                                               | ELECTRANET PTY                 | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $1197215.35    | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |     12280000 | PA      | $8329987.93    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      2980000 | PA      | $2034892.13    | 0.00%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     36000000 | PA      | $20626709.14   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $1241802.44    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Computershare US Inc                                                             | COMPUTERSHARE US               | CUSIP: N/A<br>LEI: 549300BXQ1PX3KGZRT72       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2075255.46    | 0.00%             | 2027-11-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ING Bank Australia Ltd                                                           | ING BANK (AUS)                 | CUSIP: N/A<br>LEI: 70UN1RCXO6LO7KWNC831       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $2106165.51    | 0.00%             | 2029-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3627842.63    | 0.00%             | 2032-08-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      9135000 | PA      | $6594575.76    | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7129200.10    | 0.01%             | 2027-08-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $7526299.85    | 0.01%             | 2027-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      7532000 | PA      | $5502062.87    | 0.00%             | 2034-09-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $1976503.76    | 0.00%             | 2032-10-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $2523044.96    | 0.00%             | 2027-11-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $14636080.30   | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $10807885.61   | 0.01%             | 2027-11-11      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     25000000 | PA      | $17830934.10   | 0.02%             | 2028-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $10751519.99   | 0.01%             | 2028-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      9500000 | PA      | $6651194.18    | 0.01%             | 2033-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     56000000 | PA      | $37075835.38   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $3534807.43    | 0.00%             | 2029-02-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     24697000 | PA      | $17485262.99   | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3570425.53    | 0.00%             | 2028-02-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $7108417.30    | 0.01%             | 2028-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $3787949.51    | 0.00%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5640000 | PA      | $4089528.58    | 0.00%             | 2033-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $4026137.22    | 0.00%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     16716000 | PA      | $11826061.08   | 0.01%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     18680000 | PA      | $13555200.29   | 0.01%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4850000 | PA      | $3402055.10    | 0.00%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      1370000 | PA      | $995164.45     | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $4379346.21    | 0.00%             | 2033-06-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       800000 | PA      | $582836.13     | 0.00%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      9250000 | PA      | $6601234.89    | 0.01%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      6030000 | PA      | $4305055.37    | 0.00%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      7900000 | PA      | $5644737.22    | 0.00%             | 2028-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $8494678.34    | 0.01%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4500000 | PA      | $3197151.05    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7211234.82    | 0.01%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $7075655.96    | 0.01%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2842659.35    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7136229.69    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     20630000 | PA      | $14696872.69   | 0.01%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $12792949.38   | 0.01%             | 2029-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      9100000 | PA      | $6440381.96    | 0.01%             | 2029-02-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $7050341.08    | 0.01%             | 2031-02-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                               | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8300000 | PA      | $5923061.08    | 0.01%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     14447000 | PA      | $10230083.18   | 0.01%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      8000000 | PA      | $5717953.76    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      7000000 | PA      | $4875914.50    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7080064.22    | 0.01%             | 2034-03-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |      4700000 | PA      | $3368912.80    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      9839000 | PA      | $6985885.86    | 0.01%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7048657.83    | 0.01%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |     10080000 | PA      | $7125644.91    | 0.01%             | 2029-04-04      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3532661.62    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      7500000 | PA      | $5265769.07    | 0.00%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     21000000 | PA      | $14908249.98   | 0.01%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     68000000 | PA      | $48590118.11   | 0.04%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     22000000 | PA      | $15452010.21   | 0.01%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4217048.13    | 0.00%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Qic Finance Town Centre Fund Pty Ltd                                             | QIC TOWN CTR FND               | CUSIP: N/A<br>LEI: 984500C3EE6BABA96413       | Long             | DBT              | CORP              | AU        |      5400000 | PA      | $3860746.23    | 0.00%             | 2031-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3558751.53    | 0.00%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2910000 | PA      | $2079920.55    | 0.00%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      9678000 | PA      | $6861252.83    | 0.01%             | 2039-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2364471.07    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       970000 | PA      | $688012.44     | 0.00%             | 2039-11-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $3508766.11    | 0.00%             | 2034-11-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7065748.01    | 0.01%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $7055805.50    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $7018401.21    | 0.01%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $10558512.51   | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4270000 | PA      | $2965928.84    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stockland Trust                                                                  | STOCKLAND TRUST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     15420000 | PA      | $10770633.28   | 0.01%             | 2032-03-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                      | NORFINA LTD                    | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |      7500000 | PA      | $5220947.85    | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     12000000 | PA      | $8389935.96    | 0.01%             | 2040-05-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $6884927.48    | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      4400000 | PA      | $3076153.36    | 0.00%             | 2035-09-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $17253521.46   | 0.01%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     17500000 | PA      | $12147104.18   | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $2807285.32    | 0.00%             | 2045-08-28      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/Toronto                                                     | ROYAL BK CAN TO                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2070196.65    | 0.00%             | 2031-09-09      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3456056.04    | 0.00%             | 2030-09-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      9300000 | PA      | $6244813.23    | 0.01%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                  | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |     11000000 | PA      | $7644665.21    | 0.01%             | 2030-10-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N               | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $4749218.67    | 0.00%             | 2032-04-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $10385820.58   | 0.01%             | 2045-11-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                            | AIRSERVICES AUST               | CUSIP: N/A<br>LEI: 984500E3D9SF5M749X15       | Long             | DBT              | NUSS              | AU        |     28630000 | PA      | $19658668.91   | 0.02%             | 2037-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      9840000 | PA      | $6881189.14    | 0.01%             | 2035-12-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     30000000 | PA      | $21232894.52   | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     12450000 | PA      | $8761986.04    | 0.01%             | 2031-06-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd/Sydney                                                  | UOB/SYDNEY                     | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     15000000 | PA      | $10618437.56   | 0.01%             | 2031-01-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     62168000 | PA      | $42006619.31   | 0.04%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     74074800 | PA      | $51510044.33   | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     15102900 | PA      | $10592811.12   | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     78557500 | PA      | $52672518.56   | 0.04%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     40997000 | PA      | $28760618.12   | 0.02%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      4011000 | PA      | $2228452.79    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       637000 | PA      | $447216.62     | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     76840900 | PA      | $54326461.26   | 0.05%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     11736600 | PA      | $7996765.11    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $560023.44     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     13742300 | PA      | $7985750.62    | 0.01%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       765000 | PA      | $535245.16     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     10600000 | PA      | $6819917.52    | 0.01%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       290000 | PA      | $200997.33     | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     16292600 | PA      | $11317736.35   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      2300000 | PA      | $1554837.49    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       422100 | PA      | $267525.58     | 0.00%             | 2034-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     23651000 | PA      | $16140588.97   | 0.01%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     20206000 | PA      | $13874914.68   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7409300 | PA      | $4985676.86    | 0.00%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      5100000 | PA      | $3383183.04    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     61309000 | PA      | $38294531.37   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7821300 | PA      | $4318756.21    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     58822000 | PA      | $35702608.08   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       440000 | PA      | $263789.59     | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |     22607000 | PA      | $14553987.14   | 0.01%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     14335000 | PA      | $8450295.11    | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      4100000 | PA      | $2528340.27    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     84288000 | PA      | $49215056.76   | 0.04%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7654000 | PA      | $3546140.90    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $4532071.26    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     15769000 | PA      | $9549568.85    | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      2993600 | PA      | $1367225.94    | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $2147341.40    | 0.00%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     11397100 | PA      | $5249810.39    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     57484000 | PA      | $27981319.96   | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       261300 | PA      | $99602.78      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $2328663.02    | 0.00%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    108101000 | PA      | $64478584.53   | 0.05%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      7484000 | PA      | $4557506.18    | 0.00%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     88169200 | PA      | $51814957.76   | 0.04%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     40669000 | PA      | $23377071.80   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     15000000 | PA      | $8185644.55    | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     18600000 | PA      | $11483561.81   | 0.01%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      3742000 | PA      | $2283883.65    | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     14000000 | PA      | $8563417.75    | 0.01%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    101784000 | PA      | $59155220.66   | 0.05%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      1110000 | PA      | $700755.04     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     20238000 | PA      | $10478865.83   | 0.01%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     66500000 | PA      | $36646932.33   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      9300000 | PA      | $5458809.45    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     62484000 | PA      | $33013424.79   | 0.03%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      8481000 | PA      | $5085068.35    | 0.00%             | 2033-01-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     13010000 | PA      | $7909166.95    | 0.01%             | 2032-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     57000000 | PA      | $38900096.76   | 0.03%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     66000000 | PA      | $43890046.33   | 0.04%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     44000000 | PA      | $28434424.85   | 0.02%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     23000000 | PA      | $15020899.22   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     20500000 | PA      | $13635692.00   | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $3561258.76    | 0.00%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     61000000 | PA      | $42447082.22   | 0.04%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     12000000 | PA      | $8361058.76    | 0.01%             | 2036-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |     12000000 | PA      | $8051215.24    | 0.01%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       900000 | PA      | $601707.62     | 0.00%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     17000000 | PA      | $11288796.28   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     13000000 | PA      | $8921641.63    | 0.01%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $6731857.44    | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     22000000 | PA      | $15079792.80   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     15000000 | PA      | $10283503.06   | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $13627860.63   | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $13675993.62   | 0.01%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     15456000 | PA      | $10515597.04   | 0.01%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $13582616.08   | 0.01%             | 2037-10-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     25000000 | PA      | $16964493.86   | 0.01%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    162331000 | PA      | $112192805.39  | 0.10%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     60769000 | PA      | $38963880.45   | 0.03%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     65000000 | PA      | $44672076.37   | 0.04%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     38054000 | PA      | $46912988.61   | 0.04%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     13654669 | PA      | $17876167.08   | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     19716000 | PA      | $23913208.86   | 0.02%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     32057000 | PA      | $39416027.83   | 0.03%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     42923000 | PA      | $47804771.31   | 0.04%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     29814140 | PA      | $34068976.93   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     24823000 | PA      | $26336203.06   | 0.02%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     27062849 | PA      | $25977915.39   | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     40386000 | PA      | $30161245.37   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     44276000 | PA      | $30401755.50   | 0.03%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    116920000 | PA      | $134480840.79  | 0.11%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     15830824 | PA      | $11897267.14   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     25000000 | PA      | $23386824.37   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     54256000 | PA      | $61142018.85   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     37266000 | PA      | $38470107.79   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     73411000 | PA      | $81239138.45   | 0.07%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     24220000 | PA      | $17447918.10   | 0.01%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     79861000 | PA      | $83540288.03   | 0.07%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     31043193 | PA      | $22588517.86   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     34416000 | PA      | $38840551.33   | 0.03%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     91874186 | PA      | $91339649.71   | 0.08%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     18467000 | PA      | $6561379.77    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    131001945 | PA      | $129947586.32  | 0.11%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     20271766 | PA      | $12719888.82   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     10549509 | PA      | $11032837.85   | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     46281767 | PA      | $53427577.35   | 0.05%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     23445632 | PA      | $22845396.32   | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     63243000 | PA      | $68328809.22   | 0.06%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     50538143 | PA      | $56829913.23   | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     41967495 | PA      | $42140794.28   | 0.04%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     92375500 | PA      | $107792745.80  | 0.09%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    169561423 | PA      | $192623677.43  | 0.16%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     38273138 | PA      | $41728879.72   | 0.04%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    110000000 | PA      | $127044104.58  | 0.11%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     88400000 | PA      | $101848084.33  | 0.09%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     53660604 | PA      | $62412446.14   | 0.05%             | 2056-06-22      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      5200000 | PA      | $4649393.56    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1344002.59    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1600000 | PA      | $1229388.85    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      6100000 | PA      | $6428969.57    | 0.01%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1800000 | PA      | $1553742.85    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       200000 | PA      | $235298.12     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       300000 | PA      | $349299.45     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2083305.91    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                      | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |      3600000 | PA      | $4093532.56    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                            | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5640758.74    | 0.00%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                 | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |      1200000 | PA      | $1349819.20    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      1700000 | PA      | $1969130.94    | 0.00%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: BG0704620<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $15710610.26   | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      8400000 | PA      | $4803965.01    | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      4700000 | PA      | $5348228.58    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      1900000 | PA      | $933459.24     | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      5200000 | PA      | $5296989.14    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     15100000 | PA      | $16836614.40   | 0.01%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                      | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |     10000000 | PA      | $10023421.35   | 0.01%             | 2031-01-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2200000 | PA      | $981384.41     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |     14000000 | PA      | $12404236.64   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3900000 | PA      | $4306993.44    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2400000 | PA      | $2385018.22    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     13400000 | PA      | $13379196.45   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      4500000 | PA      | $3910261.45    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     10500000 | PA      | $10505275.61   | 0.01%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      3800000 | PA      | $4290842.90    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5204967.94    | 0.00%             | 2032-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      5800000 | PA      | $6519122.86    | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3571671.85    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5173690.18    | 0.00%             | 2038-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $4102190.13    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     12000000 | PA      | $12394657.55   | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4793647.74    | 0.00%             | 2033-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      8100000 | PA      | $8400023.31    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      7300000 | PA      | $8474491.02    | 0.01%             | 2033-04-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      9000000 | PA      | $10855090.53   | 0.01%             | 2030-04-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |     17700000 | PA      | $22123509.49   | 0.02%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5902112.92    | 0.01%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     17200000 | PA      | $19582315.96   | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |     21000000 | PA      | $26185759.76   | 0.02%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3500000 | PA      | $4229493.41    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      3200000 | PA      | $3733422.84    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2175616.11    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     14100000 | PA      | $16021158.78   | 0.01%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      4000000 | PA      | $4195623.46    | 0.00%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      6500000 | PA      | $7505934.85    | 0.01%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      8000000 | PA      | $9479017.37    | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     18200000 | PA      | $18599574.51   | 0.02%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |     10700000 | PA      | $11903415.48   | 0.01%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     10000000 | PA      | $11082545.13   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     17500000 | PA      | $19558325.40   | 0.02%             | 2040-06-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5709530.50    | 0.00%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     10000000 | PA      | $11517005.60   | 0.01%             | 2033-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     18200000 | PA      | $20642761.03   | 0.02%             | 2036-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      2599000 | PA      | $2989161.59    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       461000 | PA      | $507012.30     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                  | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |      3400000 | PA      | $3995963.98    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     16068000 | PA      | $18517194.05   | 0.02%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      5495000 | PA      | $5874923.95    | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     10638000 | PA      | $12232119.99   | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     14558000 | PA      | $15758504.52   | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     12400000 | PA      | $12087527.04   | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      9861000 | PA      | $11422138.58   | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      9127000 | PA      | $10394502.79   | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     14527000 | PA      | $16062735.00   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |     13700000 | PA      | $14593924.91   | 0.01%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      1500000 | PA      | $1549660.70    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      6300000 | PA      | $7012880.01    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      3300000 | PA      | $3642721.01    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     12000000 | PA      | $13573931.83   | 0.01%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5756726.48    | 0.00%             | 2048-04-11      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                                | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4726334.23    | 0.00%             | 2027-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     10600000 | PA      | $12742533.82   | 0.01%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4696658.74    | 0.00%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5897103.20    | 0.00%             | 2028-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4610469.19    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $17276689.67   | 0.01%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     10500000 | PA      | $11523108.05   | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                                        | SOLVAY SA                      | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3561119.22    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                   | LONZA FINANCE IN               | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5781968.16    | 0.00%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $17215462.13   | 0.01%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                      | BARRY CALLE SVCS               | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      7000000 | PA      | $8276943.42    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5842443.98    | 0.00%             | 2031-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2130654.30    | 0.00%             | 2056-05-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                         | SHURGARD LUX                   | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      3900000 | PA      | $4434352.68    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     12000000 | PA      | $13976273.50   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      2800000 | PA      | $3223898.28    | 0.00%             | 2032-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5794543.82    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1283843.27    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNL2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $7470328.74    | 0.01%             | 2036-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNM0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10740000 | PA      | $7720441.90    | 0.01%             | 2056-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      2153000 | PA      | $1563831.04    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      3650000 | PA      | $2695973.81    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAF8<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3626886.66    | 0.00%             | 2033-02-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1848000 | PA      | $1434897.62    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $762475.16     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1962000 | PA      | $1073326.01    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1465303.86    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $744008.86     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       961000 | PA      | $708631.58     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      5714000 | PA      | $4105699.67    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       690000 | PA      | $523663.60     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                           | SUMISHO AIR LEAS               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10925000 | PA      | $8285133.63    | 0.01%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3408181 | PA      | $2191181.50    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       525097 | PA      | $337266.19     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7550000 | PA      | $5622311.33    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      9733000 | PA      | $6232928.36    | 0.01%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     23549000 | PA      | $14208847.86   | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     19196000 | PA      | $14089021.74   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     34946000 | PA      | $19907344.51   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     12586000 | PA      | $9223384.20    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     32409000 | PA      | $18439369.38   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     28559000 | PA      | $20047482.39   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11609000 | PA      | $7853587.00    | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     13929000 | PA      | $7610174.55    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     16000000 | PA      | $12138054.55   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11300000 | PA      | $8036319.42    | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5900091.14    | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EZ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1798507.56    | 0.00%             | 2036-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11228000 | PA      | $8160226.22    | 0.01%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7873000 | PA      | $5851487.64    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $534216.66     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      5585000 | PA      | $4083483.02    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      1118000 | PA      | $659304.44     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      4200000 | PA      | $2862827.11    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $835702.03     | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3918257.08    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAT3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3766830.71    | 0.00%             | 2029-01-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                   | ALLIED PROP REIT               | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3324920.31    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                   | ALLIED PROP REIT               | CUSIP: 019456AK8<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      3950000 | PA      | $2985589.91    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2604000 | PA      | $1945541.02    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1223000 | PA      | $870802.02     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1491000 | PA      | $1000893.97    | 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        |      1529000 | PA      | $1141611.61    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       911000 | PA      | $607681.77     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       813000 | PA      | $542243.68     | 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        |      1648000 | PA      | $1032926.87    | 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        |      3990000 | PA      | $2712259.45    | 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        |      3150000 | PA      | $2412721.44    | 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        |      2000000 | PA      | $1591535.47    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1520000 | PA      | $1086747.35    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBH5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1884383.63    | 0.00%             | 2029-01-08      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBJ1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1923287.81    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBK8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $757487.02     | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      3061000 | PA      | $2035734.35    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FX6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      3900000 | PA      | $2886352.29    | 0.00%             | 2028-05-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GC1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      8100000 | PA      | $6032956.45    | 0.01%             | 2027-04-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Athabasca Indigenous Midstream LP                                                | ATHABASCA MID LP               | CUSIP: 04682BAA0<br>LEI: 254900DBGQ581W2ALB89 | Long             | DBT              | CORP              | CA        |       319451 | PA      | $250112.56     | 0.00%             | 2042-02-05      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04686PAE7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $8013290.46    | 0.01%             | 2030-05-23      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 05573CAA7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $7377863.58    | 0.01%             | 2035-09-03      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAA1<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      6830000 | PA      | $4984231.16    | 0.00%             | 2030-09-29      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAB9<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1783730.22    | 0.00%             | 2032-09-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     12839000 | PA      | $9430594.52    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5033000 | PA      | $3742903.91    | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     23644000 | PA      | $17478307.64   | 0.01%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1505624.77    | 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        |     20138000 | PA      | $15105582.96   | 0.01%             | 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        |      5962000 | PA      | $4516913.65    | 0.00%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368MJ21<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      7300000 | PA      | $5281921.22    | 0.00%             | 2032-03-03      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     18005000 | PA      | $13205768.48   | 0.01%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1468180.15    | 0.00%             | 2033-09-07      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3680667.35    | 0.00%             | 2035-03-05      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6130000 | PA      | $4537245.62    | 0.00%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2269296.20    | 0.00%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4545753.01    | 0.00%             | 2034-08-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $14792533.59   | 0.01%             | 2028-11-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4450616.56    | 0.00%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     13930000 | PA      | $10121413.81   | 0.01%             | 2032-01-30      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4396516.95    | 0.00%             | 2031-06-27      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty / BCI Quadreal Realty Trust                                  | BCI QUADREAL/TR                | CUSIP: 07337EAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1859000 | PA      | $1270264.62    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $2158903.95    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBH6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2086000 | PA      | $1442194.99    | 0.00%             | 2044-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       967000 | PA      | $636768.45     | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5700000 | PA      | $4204794.77    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      9529000 | PA      | $7044355.78    | 0.01%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1828947.44    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2166892.92    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $212552.55     | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     25941000 | PA      | $20693426.08   | 0.02%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      6360000 | PA      | $4791590.33    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10834000 | PA      | $8166457.60    | 0.01%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     16385000 | PA      | $12534242.14   | 0.01%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5990000 | PA      | $4393760.58    | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3585015.28    | 0.00%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $481754.22     | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                        | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |       561377 | PA      | $350958.35     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      1159000 | PA      | $843861.64     | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $14215265.29   | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     12500000 | PA      | $9210904.77    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14237000 | PA      | $10170325.44   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     15981000 | PA      | $8270542.51    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $13552959.10   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000000 | PA      | $36922056.17   | 0.03%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     28715000 | PA      | $20710441.40   | 0.02%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14276000 | PA      | $11283313.82   | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $6396287.24    | 0.01%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      4251000 | PA      | $3263701.45    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $1143364.21    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      7127000 | PA      | $5538674.58    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     15360000 | PA      | $9310134.35    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      8858000 | PA      | $6497365.66    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     24853000 | PA      | $13606557.80   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18390000 | PA      | $12974706.51   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     17492000 | PA      | $11908148.22   | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     16900000 | PA      | $12330995.70   | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     30000000 | PA      | $21112453.34   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     19003000 | PA      | $10266044.97   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       826000 | PA      | $606234.68     | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070ZCS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1941507.09    | 0.00%             | 2029-06-18      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2886501.47    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2208084.15    | 0.00%             | 2055-12-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2750000 | PA      | $2050125.56    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2805000 | PA      | $2035563.52    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1990000 | PA      | $1253488.89    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       896000 | PA      | $477377.53     | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $880089.65     | 0.00%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAS7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1009672.73    | 0.00%             | 2033-10-28      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2355000 | PA      | $1713646.48    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      2166000 | PA      | $1611854.33    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     10819000 | PA      | $7353906.11    | 0.01%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       930000 | PA      | $719020.12     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAN7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       976000 | PA      | $771882.39     | 0.00%             | 2053-07-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      3245000 | PA      | $2364897.28    | 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        |      2000000 | PA      | $1390388.04    | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      5021000 | PA      | $3718548.13    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      6113000 | PA      | $4399824.49    | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AS3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $5441475.14    | 0.00%             | 2035-12-21      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                               | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |       825000 | PA      | $608401.96     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAG9<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      5100000 | PA      | $3625559.53    | 0.00%             | 2028-09-18      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      3873000 | PA      | $2847390.48    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     10900000 | PA      | $8059303.60    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     24500000 | PA      | $19244899.25   | 0.02%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5955784.59    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     28500000 | PA      | $21834638.16   | 0.02%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      6230000 | PA      | $4586101.89    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      5400000 | PA      | $4010344.48    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     23700000 | PA      | $17832299.79   | 0.02%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $732680.02     | 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        |     11329000 | PA      | $8263610.38    | 0.01%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      9155000 | PA      | $6136868.75    | 0.01%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $1002335.68    | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       765000 | PA      | $482555.70     | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1267000 | PA      | $767131.35     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       493000 | PA      | $315694.83     | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      6296000 | PA      | $3385344.85    | 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        |       823000 | PA      | $451512.09     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $832672.68     | 0.00%             | 2028-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAE1<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3659375.71    | 0.00%             | 2029-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      2571000 | PA      | $1698303.40    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      2452000 | PA      | $1600454.07    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                      | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |      1622000 | PA      | $1186297.14    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     24414000 | PA      | $13784701.40   | 0.01%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     27213000 | PA      | $16663591.61   | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11480000 | PA      | $8291143.60    | 0.01%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     25614000 | PA      | $18493309.88   | 0.02%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    127132000 | PA      | $64609739.35   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     29433000 | PA      | $21167758.13   | 0.02%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    106527000 | PA      | $72793761.08   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     89911000 | PA      | $58685853.26   | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    113130000 | PA      | $76617256.06   | 0.06%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    113364000 | PA      | $52918717.47   | 0.04%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    120896000 | PA      | $81029094.38   | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     89430000 | PA      | $61105737.78   | 0.05%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6800000 | PA      | $4867065.90    | 0.00%             | 2029-12-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     68740000 | PA      | $50538669.22   | 0.04%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     61016000 | PA      | $42680174.31   | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     94403000 | PA      | $55200537.55   | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     73923000 | PA      | $52284581.18   | 0.04%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     78421000 | PA      | $58061335.77   | 0.05%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    110488000 | PA      | $80447538.18   | 0.07%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    101765000 | PA      | $76837658.20   | 0.07%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    141083000 | PA      | $100579201.25  | 0.09%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22000000 | PA      | $16271370.71   | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    129358000 | PA      | $96487507.00   | 0.08%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    123876000 | PA      | $89625031.52   | 0.08%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    110700000 | PA      | $80404424.94   | 0.07%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    102359000 | PA      | $73799915.90   | 0.06%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     89840000 | PA      | $61008235.15   | 0.05%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     99160000 | PA      | $73001630.69   | 0.06%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    135722000 | PA      | $98178528.10   | 0.08%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     73000000 | PA      | $53527688.67   | 0.05%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    155609000 | PA      | $111733585.56  | 0.09%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     98400000 | PA      | $72034276.53   | 0.06%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    217145000 | PA      | $156648420.58  | 0.13%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T87<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     19077000 | PA      | $12962315.56   | 0.01%             | 2056-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     73000000 | PA      | $53122723.67   | 0.05%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U28<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    135195000 | PA      | $96641458.72   | 0.08%             | 2036-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U36<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9000000 | PA      | $6444746.71    | 0.01%             | 2036-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    161000000 | PA      | $117456395.26  | 0.10%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2603000 | PA      | $2023072.45    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20608000 | PA      | $16369934.12   | 0.01%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     26063000 | PA      | $22031592.01   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16884000 | PA      | $13977190.10   | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     40398000 | PA      | $30636298.48   | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     27160000 | PA      | $19127712.18   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     52915000 | PA      | $38758999.69   | 0.03%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     10675000 | PA      | $7772463.30    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9405000 | PA      | $6882432.70    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     30320000 | PA      | $22073038.13   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     19310000 | PA      | $13744331.59   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     19190000 | PA      | $13335151.98   | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     14510000 | PA      | $9774444.89    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5545000 | PA      | $3825754.86    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23180000 | PA      | $15508021.53   | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     11260000 | PA      | $7764858.20    | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5145000 | PA      | $3605703.19    | 0.00%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23550000 | PA      | $17418301.93   | 0.01%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13950000 | PA      | $10381306.86   | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     38200000 | PA      | $28416457.91   | 0.02%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     26900000 | PA      | $19929712.64   | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13800000 | PA      | $10176993.81   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     24500000 | PA      | $18726529.50   | 0.02%             | 2033-06-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     40250000 | PA      | $30493199.69   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     48280000 | PA      | $37069112.81   | 0.03%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     16995000 | PA      | $12720737.79   | 0.01%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     51500000 | PA      | $37402701.99   | 0.03%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     27000000 | PA      | $19690828.58   | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2080000 | PA      | $1502637.88    | 0.00%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     77840000 | PA      | $56504441.95   | 0.05%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     25165000 | PA      | $18321303.82   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     45720000 | PA      | $33043060.92   | 0.03%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKJ1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     37900000 | PA      | $27255865.84   | 0.02%             | 2036-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKM4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     40000000 | PA      | $29259083.45   | 0.02%             | 2031-06-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Canada Post Corp                                                                 | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |      1861000 | PA      | $1384851.30    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11375000 | PA      | $8557387.34    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11948000 | PA      | $8862756.10    | 0.01%             | 2032-04-07      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6400000 | PA      | $4794765.41    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1660000 | PA      | $1224690.04    | 0.00%             | 2028-12-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1877539.27    | 0.00%             | 2030-12-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      7505000 | PA      | $5679206.18    | 0.00%             | 2033-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     28000000 | PA      | $20653252.25   | 0.02%             | 2031-06-20      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      2800000 | PA      | $1690026.90    | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1403000 | PA      | $1029317.27    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1432000 | PA      | $861121.42     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      4195000 | PA      | $2269084.72    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      6075000 | PA      | $4283421.30    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      6600000 | PA      | $5005348.95    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $449214.02     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1840000 | PA      | $1347606.06    | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      6525000 | PA      | $4757858.89    | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2471000 | PA      | $1788388.23    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2558593.92    | 0.00%             | 2031-02-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZEU5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1831436.85    | 0.00%             | 2036-02-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      2618000 | PA      | $1906439.42    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       887000 | PA      | $478710.12     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     54405000 | PA      | $39439753.95   | 0.03%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CAN PAC RR CO                  | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1030122.13    | 0.00%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $776116.24     | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      1016000 | PA      | $778961.34     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      1380000 | PA      | $981865.81     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1419458.17    | 0.00%             | 2055-12-22      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BN3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1078310.99    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BU7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1131526.19    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $763253.06     | 0.00%             | 2032-12-22      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1650000 | PA      | $1244044.00    | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                            | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       344294 | PA      | $241081.45     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1069000 | PA      | $800232.07     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1224000 | PA      | $839984.61     | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1665000 | PA      | $1330057.80    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAS8<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1750000 | PA      | $1325179.98    | 0.00%             | 2031-09-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2104000 | PA      | $1546700.14    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAY5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      8000000 | PA      | $5829951.93    | 0.00%             | 2035-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                           | CENTRAL 1 CREDIT               | CUSIP: 154728AT6<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $897206.17     | 0.00%             | 2028-02-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     12000000 | PA      | $8771040.16    | 0.01%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      3551000 | PA      | $2603512.89    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      2380000 | PA      | $1904642.33    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAX4<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1320835.61    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1028309.71    | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $4978052.05    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $3266395.64    | 0.00%             | 2028-04-29      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $3340361.58    | 0.00%             | 2035-06-03      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       587042 | PA      | $430788.54     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       568269 | PA      | $416222.17     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                              | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |      2848000 | PA      | $2042962.75    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAL6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1122523.65    | 0.00%             | 2027-06-30      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      6400000 | PA      | $4869740.14    | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAS1<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $394077.56     | 0.00%             | 2042-09-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      6710000 | PA      | $5292185.17    | 0.00%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAU6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $3149695.44    | 0.00%             | 2047-03-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      5825000 | PA      | $4711268.66    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAW2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1313000 | PA      | $1062476.59    | 0.00%             | 2049-06-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      1796000 | PA      | $1247835.57    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAB2<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $768121.91     | 0.00%             | 2033-02-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                      | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $1340233.81    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1584389 | PA      | $1151805.26    | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 21874FAA3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      4760000 | PA      | $3461063.33    | 0.00%             | 2031-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $5453251.74    | 0.00%             | 2035-10-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       917000 | PA      | $677769.15     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       892000 | PA      | $644093.41     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |      2725000 | PA      | $2027698.91    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                   | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |      1408856 | PA      | $971013.88     | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1201014.76    | 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        |       405000 | PA      | $285015.50     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAA8<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2407078.57    | 0.00%             | 2030-09-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      1870000 | PA      | $1356349.47    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $733074.38     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAL1<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1289000 | PA      | $915879.50     | 0.00%             | 2029-07-09      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1003148.95    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      2350000 | PA      | $1727827.75    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |      2095000 | PA      | $1520089.49    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAD0<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1074214.89    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAF5<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |      1050000 | PA      | $781697.81     | 0.00%             | 2031-02-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $154443.46     | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $1891850.04    | 0.00%             | 2054-05-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $2918607.13    | 0.00%             | 2035-02-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                        | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1288634.67    | 0.00%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3430000 | PA      | $2500788.04    | 0.00%             | 2055-12-17      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $748868.70     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2856000 | PA      | $1917741.71    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      8079000 | PA      | $5154079.63    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1651000 | PA      | $1022554.78    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2750000 | PA      | $2154314.59    | 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        |      1322000 | PA      | $871324.47     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3107000 | PA      | $2105626.03    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2142000 | PA      | $1501518.42    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7760000 | PA      | $5601461.46    | 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        |       115000 | PA      | $78974.01      | 0.00%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1497000 | PA      | $908876.99     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15290000 | PA      | $12399356.47   | 0.01%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $681340.04     | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBY2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1518178.23    | 0.00%             | 2027-11-09      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1759141.89    | 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        |     17000000 | PA      | $12830858.10   | 0.01%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1007563.60    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     26400000 | PA      | $19770013.21   | 0.02%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1459016.90    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3693496.89    | 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        |     23350000 | PA      | $17219582.86   | 0.01%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      4550000 | PA      | $3278808.35    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1871000 | PA      | $1023871.37    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1636687.11    | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $825531.80     | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAL0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3840966.61    | 0.00%             | 2028-10-06      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       737000 | PA      | $537313.17     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      2516000 | PA      | $1768884.05    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $937991.32     | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1377000 | PA      | $1007966.13    | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1916000 | PA      | $1262098.76    | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2391000 | PA      | $1428600.10    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $699820.76     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      2443000 | PA      | $1803888.83    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1479368.06    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1522000 | PA      | $1091839.00    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1271000 | PA      | $768620.07     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1272000 | PA      | $701822.99     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAQ8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1961000 | PA      | $1030709.02    | 0.00%             | 2050-05-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       747000 | PA      | $418824.84     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1550084.77    | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1421621.67    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      3200000 | PA      | $2482892.57    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Equinix Canada Financing Ltd                                                     | EQUINIX CAN                    | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |     16900000 | PA      | $12140958.26   | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3609000 | PA      | $2572149.59    | 0.00%             | 2033-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      7657000 | PA      | $5690105.62    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      1195000 | PA      | $889470.34     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1319906.40    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      6800000 | PA      | $5059676.08    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901CA8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      2330000 | PA      | $1636480.61    | 0.00%             | 2055-08-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     13000000 | PA      | $9601737.70    | 0.01%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1482012.44    | 0.00%             | 2035-01-24      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1921577.28    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2900000 | PA      | $2176197.92    | 0.00%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3798039.53    | 0.00%             | 2034-05-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      5800000 | PA      | $4450714.23    | 0.00%             | 2028-08-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430XMW9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7281606.36    | 0.01%             | 2031-07-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430XNZ1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2674148.68    | 0.00%             | 2036-03-03      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                                | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2623000 | PA      | $2156524.26    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 31739ZAG0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5327000 | PA      | $4288430.89    | 0.00%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 31807ZAL6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $627336.28     | 0.00%             | 2042-06-13      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REAL E               | CUSIP: 31890BAE3<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3744760.92    | 0.00%             | 2033-06-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| First Capital Realty Inc/First Cap Real Estate Inv Tr/First Cap New Sub Mut Fund | FIRST CAP RE/R/N               | CUSIP: 319415AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1553000 | PA      | $1148601.59    | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       528000 | PA      | $388072.94     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      3306000 | PA      | $2277848.73    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      3255000 | PA      | $2299962.37    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAE4<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1197962.12    | 0.00%             | 2034-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      5720000 | PA      | $4232523.76    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAG9<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       465000 | PA      | $334977.29     | 0.00%             | 2056-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACT5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4600000 | PA      | $3462605.09    | 0.00%             | 2029-02-09      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACX6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1882439.91    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACY4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1124328.93    | 0.00%             | 2028-05-23      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ADB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $11059391.17   | 0.01%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ADD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8450000 | PA      | $6282816.84    | 0.01%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      1568000 | PA      | $1127944.98    | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      2600000 | PA      | $1957790.53    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $5190406.12    | 0.00%             | 2033-11-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      9340000 | PA      | $6891368.09    | 0.01%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      3660000 | PA      | $2674978.37    | 0.00%             | 2055-12-04      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $728115.95     | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      2136000 | PA      | $1311111.82    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       748000 | PA      | $367179.59     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1086582.18    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                     | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |      1071000 | PA      | $689846.92     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAD8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $992230.25     | 0.00%             | 2035-12-03      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $640377.05     | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1814730.26    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $3257660.90    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1096000 | PA      | $802316.94     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $3223452.50    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        26000 | PA      | $16099.93      | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $622377.16     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      6060000 | PA      | $3160794.91    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBY1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      4500000 | PA      | $3351351.60    | 0.00%             | 2028-02-14      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1450434.42    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       750000 | PA      | $546535.36     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1575000 | PA      | $1086106.48    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                     | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |       765000 | PA      | $577900.95     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36267YAB3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $2931792.25    | 0.00%             | 2033-07-22      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |      1085000 | PA      | $655186.80     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1510845.51    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $454858.00     | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7575770.60    | 0.01%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAQ7<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3616569.74    | 0.00%             | 2031-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $968312.37     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2440779.46    | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      2592000 | PA      | $1896166.83    | 0.00%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1321000 | PA      | $966138.47     | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $948813.10     | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA               | CUSIP: 375916AA1<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      5200000 | PA      | $3892634.21    | 0.00%             | 2029-11-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | GLENCORE FIN CA                | CUSIP: 37828KAA5<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      3750000 | PA      | $2717453.44    | 0.00%             | 2032-10-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8201000 | PA      | $5866299.94    | 0.00%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYW8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16600000 | PA      | $11989045.86   | 0.01%             | 2032-03-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1275000 | PA      | $847866.88     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      1949000 | PA      | $1428905.19    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      2028000 | PA      | $1386562.27    | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      6390000 | PA      | $4707921.12    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      1015000 | PA      | $855564.18     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      5612000 | PA      | $4596712.42    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      4500000 | PA      | $3308565.91    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       770000 | PA      | $407377.36     | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      7284000 | PA      | $5153126.35    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4121000 | PA      | $2936970.73    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AJ3<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $105734.27     | 0.00%             | 2051-10-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAF6<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1453175.17    | 0.00%             | 2032-10-15      | Fixed         | 6.98%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      2081000 | PA      | $1635342.75    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1848832.51    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      1009000 | PA      | $730262.03     | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4299000 | PA      | $2594172.66    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                   | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       723000 | PA      | $347706.39     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      4330000 | PA      | $3136437.98    | 0.00%             | 2031-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2907000 | PA      | $2059527.80    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      9519000 | PA      | $6933473.24    | 0.01%             | 2027-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      9600000 | PA      | $7200800.03    | 0.01%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2807881.47    | 0.00%             | 2029-02-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      9300000 | PA      | $6722359.87    | 0.01%             | 2030-09-23      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |      1346000 | PA      | $754613.86     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                 | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |      2640074 | PA      | $2041595.81    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       578000 | PA      | $491590.25     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       509000 | PA      | $403707.76     | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $763077.33     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1939016.17    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBD1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       115000 | PA      | $81488.92      | 0.00%             | 2041-09-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      4605000 | PA      | $3306544.59    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $883599.96     | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1633000 | PA      | $1058565.94    | 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        |      1734000 | PA      | $1080069.26    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     10653000 | PA      | $6463988.81    | 0.01%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1713000 | PA      | $872451.76     | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2047048.18    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2170000 | PA      | $1176255.50    | 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        |     15900000 | PA      | $12013573.42   | 0.01%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCK4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     24000000 | PA      | $17910314.72   | 0.02%             | 2029-11-30      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $746243.46     | 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        |      2100000 | PA      | $1436061.12    | 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        |     12750000 | PA      | $9258638.22    | 0.01%             | 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        |     10000000 | PA      | $7516958.07    | 0.01%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                    | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      3359000 | PA      | $2415026.66    | 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        |     31955000 | PA      | $20795255.85   | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     22160000 | PA      | $14273327.21   | 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        |      4740000 | PA      | $3909264.53    | 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        |     18675000 | PA      | $14264939.35   | 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        |     24849000 | PA      | $18940118.72   | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     28463000 | PA      | $11775623.05   | 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        |     32307000 | PA      | $20791456.63   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      3620000 | PA      | $3165828.65    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      8992000 | PA      | $7852610.63    | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     16583000 | PA      | $14092270.88   | 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        |      6873000 | PA      | $4933943.20    | 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        |      8700000 | PA      | $6436826.64    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     15000000 | PA      | $10990760.11   | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFQ4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3650205.40    | 0.00%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hydro Ottawa Capital Corp                                                        | HYDRO OTTAWA CAP               | CUSIP: 448975AB8<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |      1071000 | PA      | $697628.59     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      6200000 | PA      | $4719847.51    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAJ9<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       953000 | PA      | $702621.25     | 0.00%             | 2027-11-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      3104000 | PA      | $1989642.86    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $322047.52     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      1513000 | PA      | $969261.21     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $612938.99     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                   | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1556290 | PA      | $1147858.31    | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      3219000 | PA      | $2308135.92    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1254000 | PA      | $648593.62     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $593715.98     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1296440.74    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1511927.71    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $902563.88     | 0.00%             | 2034-05-16      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1520000 | PA      | $1146394.55    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1179000 | PA      | $865195.31     | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                       | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |        70472 | PA      | $57091.31      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |     12818000 | PA      | $9317581.46    | 0.01%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       847000 | PA      | $579681.78     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      1060000 | PA      | $837235.04     | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      3526000 | PA      | $2685342.00    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $3122078.99    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      4943000 | PA      | $4078758.29    | 0.00%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd                                                               | INTER PIPELINE L               | CUSIP: 45833VAL3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3602247.95    | 0.00%             | 2036-02-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       982000 | PA      | $727207.82     | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      3200000 | PA      | $2344837.31    | 0.00%             | 2028-09-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       919000 | PA      | $648813.39     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      2761000 | PA      | $1976395.69    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      9700000 | PA      | $7221520.21    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     10600000 | PA      | $8103154.72    | 0.01%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDP2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      1200000 | PA      | $870559.43     | 0.00%             | 2029-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAN1<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1501484.74    | 0.00%             | 2027-06-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      5111000 | PA      | $3902763.51    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAR2<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      6200000 | PA      | $4693663.59    | 0.00%             | 2029-04-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7300000 | PA      | $5336500.73    | 0.00%             | 2030-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5520000 | PA      | $4042396.76    | 0.00%             | 2033-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6300000 | PA      | $4583987.32    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1123000 | PA      | $831641.79     | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1515269.26    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Kingston Solar LP                                                                | KINGSTON SOLAR                 | CUSIP: 496676AA5<br>LEI: 549300GNBSM8TV3DGB51 | Long             | DBT              | CORP              | CA        |        16317 | PA      | $11658.89      | 0.00%             | 2035-07-31      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4035000 | PA      | $2991318.52    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2179000 | PA      | $1449102.29    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3502000 | PA      | $2275643.35    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Liberty Utilities Canada LP                                                      | LIBERTY UTILIT                 | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $1985037.54    | 0.00%             | 2050-02-14      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1272000 | PA      | $1027588.15    | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1782000 | PA      | $1340011.00    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $464070.53     | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1522541.32    | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1565000 | PA      | $1155222.55    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      5765000 | PA      | $4229215.20    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      2443000 | PA      | $1873978.75    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $589590.47     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      1459000 | PA      | $1015629.20    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $917769.91     | 0.00%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BB9<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1287089.79    | 0.00%             | 2029-05-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       486000 | PA      | $402343.67     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3114000 | PA      | $1739359.79    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1157000 | PA      | $850616.76     | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $1271418.18    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       895000 | PA      | $677362.56     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        40000 | PA      | $29977.44      | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10316000 | PA      | $7459549.08    | 0.01%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1919000 | PA      | $1201483.73    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      6669000 | PA      | $4497553.77    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9365000 | PA      | $5199431.32    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10479000 | PA      | $6276561.12    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9616000 | PA      | $7060681.89    | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3027000 | PA      | $2225188.74    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9640000 | PA      | $5521652.34    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     11371000 | PA      | $8255597.14    | 0.01%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1303000 | PA      | $913901.09     | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      4991000 | PA      | $2188154.19    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      8311000 | PA      | $5215799.07    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      6500000 | PA      | $4858974.79    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     12895000 | PA      | $8951482.40    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     17790000 | PA      | $13488577.47   | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      8700000 | PA      | $6249912.58    | 0.01%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DJ4<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1507640.59    | 0.00%             | 2029-03-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2227703.02    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1431689.90    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     13704000 | PA      | $9676155.95    | 0.01%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      4100000 | PA      | $3114446.75    | 0.00%             | 2033-03-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2956804.36    | 0.00%             | 2034-12-06      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                     | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1933000 | PA      | $1437118.01    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3216738 | PA      | $2194064.99    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       965750 | PA      | $693163.29     | 0.00%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1842586.96    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                 | MER-BENZ CA FIN                | CUSIP: 58769CAB8<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $759370.63     | 0.00%             | 2028-06-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1334000 | PA      | $876964.34     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1224000 | PA      | $693591.65     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |     19420000 | PA      | $14433572.77   | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       575000 | PA      | $471276.50     | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      7128000 | PA      | $5175580.27    | 0.00%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $5968463.50    | 0.01%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2270890.34    | 0.00%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2070000 | PA      | $1737857.00    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1629000 | PA      | $1202854.63    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3061000 | PA      | $2039849.63    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1555000 | PA      | $1147192.08    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2046000 | PA      | $1550413.27    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1169000 | PA      | $838149.72     | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3051000 | PA      | $2111569.40    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      4776000 | PA      | $2621091.72    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3442000 | PA      | $2349091.83    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2046000 | PA      | $1508742.41    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2806650.13    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $828830.95     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $7291561.09    | 0.01%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Montreal International Fuel Facilities Corp                                      | MONTREAL INTL FU               | CUSIP: 614868AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     12500000 | PA      | $9143456.22    | 0.01%             | 2031-04-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3888000 | PA      | $2861317.55    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1871000 | PA      | $1307062.96    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2547000 | PA      | $1447451.09    | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2200000 | PA      | $1651787.08    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3700000 | PA      | $2678433.64    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAU5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $2396239.95    | 0.00%             | 2030-10-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAV3<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |     30500000 | PA      | $22423536.68   | 0.02%             | 2035-06-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2608000 | PA      | $1942654.05    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3545000 | PA      | $2552756.23    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3689000 | PA      | $2438371.02    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1860000 | PA      | $1104272.97    | 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        |      2994000 | PA      | $2087644.00    | 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        |       227000 | PA      | $120558.07     | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      3572000 | PA      | $2092293.97    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1015000 | PA      | $765111.61     | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      8000000 | PA      | $6102527.92    | 0.01%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJF4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      5250000 | PA      | $3857174.44    | 0.00%             | 2029-07-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJM9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     45000000 | PA      | $33070297.42   | 0.03%             | 2028-08-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63309ZNP9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2964207.46    | 0.00%             | 2035-08-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2536000 | PA      | $1789119.95    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $1848789.78    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866A98<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     14800000 | PA      | $11063208.92   | 0.01%             | 2034-08-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866B97<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      2800000 | PA      | $2044761.45    | 0.00%             | 2030-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      2040000 | PA      | $1672820.27    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4668098.50    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3572000 | PA      | $2708242.88    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4334000 | PA      | $3309223.97    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4542000 | PA      | $2953559.26    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4959000 | PA      | $2811901.40    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4030000 | PA      | $2947939.59    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4211000 | PA      | $3100964.16    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5727000 | PA      | $3181947.51    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2113236.57    | 0.00%             | 2031-08-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      7800000 | PA      | $5858577.22    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3800000 | PA      | $2928144.57    | 0.00%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2282924.58    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1990000 | PA      | $1513867.65    | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1525000 | PA      | $1157693.53    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4059000 | PA      | $2606501.93    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5380000 | PA      | $3964441.54    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     10993000 | PA      | $7872687.51    | 0.01%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $2784274.42    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |      1019000 | PA      | $860869.00     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $944397.57     | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       509000 | PA      | $395829.82     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2720000 | PA      | $2028371.89    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5758000 | PA      | $3408379.50    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5564000 | PA      | $3466185.83    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $5607316.97    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5593000 | PA      | $4069053.56    | 0.00%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5120000 | PA      | $2601593.62    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5585000 | PA      | $3870974.26    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1157998.57    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      6169000 | PA      | $4253252.90    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2971000 | PA      | $1641606.38    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $6544308.17    | 0.01%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1574802.73    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     14585000 | PA      | $10383422.65   | 0.01%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1534255.50    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      4955000 | PA      | $3661536.53    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $6495755.25    | 0.01%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147230.92     | 0.00%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      9750000 | PA      | $7241114.37    | 0.01%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                        | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |      1270899 | PA      | $953830.21     | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $1515670.11    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1236329.58    | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1580000 | PA      | $1183101.81    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1429000 | PA      | $1067202.16    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2805000 | PA      | $2069093.84    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8370000 | PA      | $6132654.97    | 0.01%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2493000 | PA      | $1733194.13    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $4910818.86    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $1628137.87    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4350000 | PA      | $3328597.20    | 0.00%             | 2034-06-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1479246.73    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       671767 | PA      | $469086.66     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1377428 | PA      | $969706.91     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                          | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |       730000 | PA      | $477721.49     | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                         | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |      1174000 | PA      | $755733.19     | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       769347 | PA      | $520269.10     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2808729 | PA      | $1902693.00    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $517894.31     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $764129.86     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1503837.74    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7034000 | PA      | $5080519.39    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      5240000 | PA      | $3729980.02    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      1019000 | PA      | $848262.98     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FP7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2600000 | PA      | $1974586.06    | 0.00%             | 2035-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      5350000 | PA      | $4031482.09    | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      3750000 | PA      | $2816219.77    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2924000 | PA      | $1813221.19    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7347000 | PA      | $5366530.38    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7675000 | PA      | $4288382.17    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      6787000 | PA      | $4730796.57    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $556554.88     | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $828409.20     | 0.00%             | 2033-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7000000 | PA      | $5124220.56    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1053000 | PA      | $820613.02     | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $596672.34     | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1052000 | PA      | $722402.79     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1401000 | PA      | $811856.06     | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      6796000 | PA      | $3928928.52    | 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        |      2000000 | PA      | $1485810.73    | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1336830.57    | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3660000 | PA      | $2693896.87    | 0.00%             | 2027-10-04      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2296000 | PA      | $1687068.55    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1060000 | PA      | $814495.93     | 0.00%             | 2028-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1017000 | PA      | $785992.57     | 0.00%             | 2031-02-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                              | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       915000 | PA      | $683769.62     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      6195000 | PA      | $4564990.99    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1941000 | PA      | $1198843.68    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $524734.33     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      4082000 | PA      | $2949170.55    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       923000 | PA      | $545561.93     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     13000000 | PA      | $9413924.61    | 0.01%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1457000 | PA      | $753293.61     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAK7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1539492.47    | 0.00%             | 2032-07-19      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1907759.78    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      4500000 | PA      | $3209188.57    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     43832000 | PA      | $33107856.72   | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $5915028.78    | 0.01%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     16100000 | PA      | $12899515.33   | 0.01%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6633000 | PA      | $5505738.17    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     21002000 | PA      | $17489494.93   | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     34002000 | PA      | $28260093.89   | 0.02%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41764000 | PA      | $32266072.85   | 0.03%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23082000 | PA      | $17505296.36   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     42255000 | PA      | $27319214.57   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     70460000 | PA      | $44200706.70   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48129000 | PA      | $27306658.79   | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41667000 | PA      | $22786712.52   | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     38019000 | PA      | $27921933.38   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48028000 | PA      | $26512658.16   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     38917000 | PA      | $28562591.17   | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     58586000 | PA      | $42490913.87   | 0.04%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48386000 | PA      | $25157392.98   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     64486000 | PA      | $45271118.42   | 0.04%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     78094000 | PA      | $34009533.12   | 0.03%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6545000 | PA      | $4702447.70    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     24486000 | PA      | $16507895.72   | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     34588000 | PA      | $23994861.94   | 0.02%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     19304000 | PA      | $13425071.86   | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     33070000 | PA      | $16603662.22   | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     22745000 | PA      | $15717286.45   | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     60900000 | PA      | $45337123.47   | 0.04%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     45141000 | PA      | $28580073.63   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     14200000 | PA      | $10563551.81   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     22260000 | PA      | $16858495.10   | 0.01%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     65683000 | PA      | $48331798.45   | 0.04%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $18537190.34   | 0.02%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     45590000 | PA      | $30817265.90   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     26720000 | PA      | $20164817.92   | 0.02%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     26500000 | PA      | $20092230.35   | 0.02%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     26290000 | PA      | $19802068.89   | 0.02%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     49315000 | PA      | $35969696.98   | 0.03%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2683618.21    | 0.00%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23000000 | PA      | $16834013.84   | 0.01%             | 2034-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     27296000 | PA      | $19641292.10   | 0.02%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     43390000 | PA      | $30911127.36   | 0.03%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     30500000 | PA      | $22418331.91   | 0.02%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68334ZAA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     19000000 | PA      | $13827981.37   | 0.01%             | 2036-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68334ZAB2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      7500000 | PA      | $5403774.98    | 0.00%             | 2031-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       969000 | PA      | $703201.09     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      3092000 | PA      | $1995795.35    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      2205000 | PA      | $1205416.12    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $966288.51     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1116000 | PA      | $730874.88     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1950000 | PA      | $1412835.19    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                         | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |       783198 | PA      | $521567.13     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Oxford Properties Group Trust                                                    | OXFORD PROPERTI                | CUSIP: 691915AC6<br>LEI: 2549002TBELYI32ZTO85 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4353294.95    | 0.00%             | 2030-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      9572000 | PA      | $6744943.43    | 0.01%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      3700000 | PA      | $2648026.27    | 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        |     10500000 | PA      | $7852264.62    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | PACIFIC LIFE GF                | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1845551.96    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      3561000 | PA      | $2769930.28    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $758191.85     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464HE8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      4547000 | PA      | $2212462.72    | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464JM8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $796341.37     | 0.00%             | 2035-06-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAF8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      3900000 | PA      | $2894079.07    | 0.00%             | 2027-06-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1723000 | PA      | $1170860.29    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      8314000 | PA      | $5627460.68    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       154000 | PA      | $113150.67     | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1523000 | PA      | $1009601.17    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3211294.22    | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     15070000 | PA      | $11635817.32   | 0.01%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5417900.03    | 0.00%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                       | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3012054 | PA      | $2489485.94    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                       | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       973710 | PA      | $729258.17     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Plenary Health Bridgepoint LP                                                    | PLENARY HEALTH B               | CUSIP: 72909AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       791464 | PA      | $692089.12     | 0.00%             | 2042-08-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                                          | PLENARY PCL                    | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6813000 | PA      | $4804121.74    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1007749.03    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       816000 | PA      | $534072.07     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1527000 | PA      | $913519.56     | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       999000 | PA      | $501400.77     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DD0<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1247315.63    | 0.00%             | 2031-07-27      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DH1<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      3450000 | PA      | $2515026.76    | 0.00%             | 2030-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3100740.46    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       345000 | PA      | $252473.41     | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCS8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     26175000 | PA      | $18706229.15   | 0.02%             | 2032-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $6131897.84    | 0.01%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     15006000 | PA      | $12628708.68   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     12981000 | PA      | $10834251.18   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     16043000 | PA      | $12549547.13   | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     34086000 | PA      | $26360672.27   | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     35083000 | PA      | $24711053.98   | 0.02%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     31231000 | PA      | $19467297.27   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     54430000 | PA      | $33066123.82   | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     21524000 | PA      | $15807140.99   | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     24290000 | PA      | $17744786.04   | 0.02%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     52626000 | PA      | $29285924.43   | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     22817000 | PA      | $16323565.85   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     38000000 | PA      | $26353491.66   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     31746000 | PA      | $21126291.67   | 0.02%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     41967000 | PA      | $21954436.60   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     28565000 | PA      | $20618466.62   | 0.02%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     62200000 | PA      | $43447397.17   | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10600000 | PA      | $7934884.46    | 0.01%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     67800000 | PA      | $49538717.50   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     49540000 | PA      | $38185330.61   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     44400000 | PA      | $29980598.67   | 0.03%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     24500000 | PA      | $18074445.50   | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1543000 | PA      | $1121872.04    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1077482.34    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2424000 | PA      | $1745361.73    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BL6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1093053.03    | 0.00%             | 2029-10-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BN2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1539893.40    | 0.00%             | 2030-03-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BR3<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      7400000 | PA      | $5497179.36    | 0.00%             | 2031-10-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AP6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1553000 | PA      | $1313299.05    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3150000 | PA      | $2534815.10    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1652000 | PA      | $1386556.73    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       369000 | PA      | $271579.89     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     15373000 | PA      | $11330252.41   | 0.01%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1066000 | PA      | $797387.54     | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CQ2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $867973.91     | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      5750000 | PA      | $4420854.07    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10570000 | PA      | $8465862.27    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5188127.29    | 0.00%             | 2030-10-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2880000 | PA      | $2142821.77    | 0.00%             | 2035-10-17      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     11075000 | PA      | $8169720.98    | 0.01%             | 2028-12-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2961200.28    | 0.00%             | 2031-07-22      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $733529.21     | 0.00%             | 2029-06-12      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926WD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     31400000 | PA      | $23199739.80   | 0.02%             | 2030-03-27      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926WF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     11000000 | PA      | $8094918.10    | 0.01%             | 2031-12-09      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       325000 | PA      | $247125.68     | 0.00%             | 2034-04-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22440000 | PA      | $16954073.78   | 0.01%             | 2034-08-08      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5860000 | PA      | $4296383.66    | 0.00%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     31800000 | PA      | $23875957.85   | 0.02%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     27235000 | PA      | $20487440.78   | 0.02%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                          | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4751032 | PA      | $3718927.80    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                                | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1969657 | PA      | $1431187.90    | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SGTP Highway Bypass LP                                                           | SGTP HIGHWAY BYP               | CUSIP: 78423UAA6<br>LEI: 549300HSQ12EDD8XA152 | Long             | DBT              | CORP              | CA        |      1355423 | PA      | $949634.38     | 0.00%             | 2045-01-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                  | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |      1355416 | PA      | $924196.87     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1117117.68    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      5850000 | PA      | $4257724.62    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $848662.69     | 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        |      2950000 | PA      | $2311725.20    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      4836000 | PA      | $3806180.32    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      3441000 | PA      | $2892525.35    | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1860000 | PA      | $1553347.64    | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       179000 | PA      | $141778.47     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      4984000 | PA      | $3335802.37    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2686000 | PA      | $1690574.35    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      7448000 | PA      | $4111403.47    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8635000 | PA      | $5154893.80    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5102000 | PA      | $3748412.94    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1428000 | PA      | $755604.75     | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8853000 | PA      | $5046992.75    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1520000 | PA      | $1073507.40    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     12645000 | PA      | $6673684.43    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2615000 | PA      | $1814486.00    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $628690.47     | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5700000 | PA      | $4264487.51    | 0.00%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     16100000 | PA      | $10993615.98   | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KZ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1408924.80    | 0.00%             | 2036-06-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                         | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2013000 | PA      | $1554924.72    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Simon Fraser University                                                          | SIMON FRASER UNI               | CUSIP: 82878RAA5<br>LEI: 549300IAI10BUO5D4Y86 | Long             | DBT              | CORP              | CA        |       130000 | PA      | $101194.91     | 0.00%             | 2043-06-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1882407.99    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       816000 | PA      | $588498.05     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $729801.15     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1326000 | PA      | $940177.39     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $836490.26     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AA0<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1489635.96    | 0.00%             | 2030-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AB8<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1865277.91    | 0.00%             | 2032-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1479434.27    | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      4793000 | PA      | $2709896.96    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1167568.11    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                      | STANTEC INC                    | CUSIP: 85472NAD1<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $695680.69     | 0.00%             | 2030-06-27      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                                 | STELLA-JONES                   | CUSIP: 85853FAB1<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | DBT              | CORP              | CA        |      3336000 | PA      | $2461988.63    | 0.00%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2473000 | PA      | $1895763.55    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     21180000 | PA      | $15475498.69   | 0.01%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4118936.06    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     17019000 | PA      | $12261182.47   | 0.01%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2497997.60    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1752036.33    | 0.00%             | 2035-07-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1538426.62    | 0.00%             | 2036-05-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1821984.76    | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      1141000 | PA      | $745668.51     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAQ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1514361.54    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       862000 | PA      | $517613.31     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                                | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1060000 | PA      | $834857.90     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAH8<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      4950000 | PA      | $3793765.49    | 0.00%             | 2032-02-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1232788.96    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      9899000 | PA      | $7298490.76    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      3061000 | PA      | $2211748.10    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      7750000 | PA      | $5889282.25    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1678536.59    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCA9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      2150000 | PA      | $1636206.27    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCC5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      5035000 | PA      | $4001740.97    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCD3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      1160000 | PA      | $917996.94     | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCE1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      4567000 | PA      | $3451770.44    | 0.00%             | 2028-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCG6<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3824237.86    | 0.00%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      1732000 | PA      | $1297486.74    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      1198000 | PA      | $928448.99     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $4276456.33    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAC8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1059176.57    | 0.00%             | 2035-02-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $4178499.50    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                          | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      1119000 | PA      | $827979.60     | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     38600000 | PA      | $28084630.82   | 0.02%             | 2031-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116C7J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     11000000 | PA      | $8017830.24    | 0.01%             | 2032-01-09      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4700000 | PA      | $3581030.12    | 0.00%             | 2034-04-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $740713.07     | 0.00%             | 2035-02-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $11045503.74   | 0.01%             | 2031-05-29      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5500000 | PA      | $4076364.67    | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116WDV2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7100000 | PA      | $5206169.41    | 0.00%             | 2032-04-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10364000 | PA      | $7705808.53    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5299184.23    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2245575.59    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7680519.75    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       846000 | PA      | $523968.56     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      2603000 | PA      | $1560138.38    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAN3<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      3600000 | PA      | $2444477.79    | 0.00%             | 2030-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       897000 | PA      | $503694.54     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1110005.63    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3121000 | PA      | $2446731.42    | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3160000 | PA      | $2097985.50    | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2515000 | PA      | $1714111.32    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1388000 | PA      | $941641.43     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2819869.40    | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2040000 | PA      | $1192888.40    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2587000 | PA      | $1895781.63    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2802000 | PA      | $1458582.97    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2582000 | PA      | $1425638.27    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2796000 | PA      | $1483060.48    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     10216000 | PA      | $6885689.29    | 0.01%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2810000 | PA      | $2082528.68    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $563515.74     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EJ7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1442501.37    | 0.00%             | 2034-12-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1047189.72    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BT9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1217719.03    | 0.00%             | 2028-07-12      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BV4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $978362.67     | 0.00%             | 2029-03-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BY8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1492290.50    | 0.00%             | 2027-06-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BZ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      4570000 | PA      | $3372721.24    | 0.00%             | 2027-10-04      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2303000 | PA      | $1777257.15    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3125000 | PA      | $2295068.93    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     12996000 | PA      | $8371335.58    | 0.01%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5540000 | PA      | $3472156.82    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1550068.83    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     12750000 | PA      | $9428705.49    | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCR7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3550838.15    | 0.00%             | 2055-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      1213000 | PA      | $904648.14     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                              | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       315000 | PA      | $183110.83     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trillium Windpower LP                                                            | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       549430 | PA      | $419732.60     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Trillium M Project Co General Partnership                                        | TRILLIUM M PROJ                | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4960000 | PA      | $3633942.81    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      6953000 | PA      | $4708895.00    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $967293.34     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAX8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      8800000 | PA      | $6439950.59    | 0.01%             | 2027-11-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       917000 | PA      | $555194.34     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |      1869000 | PA      | $859076.11     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $837925.23     | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1074000 | PA      | $576762.23     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1222000 | PA      | $640939.65     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       169000 | PA      | $128505.80     | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                           | WHITECAP RESOURC               | CUSIP: 92340VAA5<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $760585.49     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1401821.03    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     18577000 | PA      | $13391896.51   | 0.01%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7554950.49    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAU8<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $5409273.20    | 0.00%             | 2032-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      1821000 | PA      | $1312051.18    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      2065000 | PA      | $1611262.49    | 0.00%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      8025000 | PA      | $5969009.59    | 0.01%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAF0<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     10990000 | PA      | $7936525.98    | 0.01%             | 2036-01-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5065000 | PA      | $3791945.71    | 0.00%             | 2028-04-26      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                               | ORIGINAL WEMPI                 | CUSIP: 952637AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2698648.54    | 0.00%             | 2027-10-04      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                             | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      1129000 | PA      | $791255.91     | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      2121000 | PA      | $1421973.14    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      1160000 | PA      | $778647.92     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      2365000 | PA      | $1779763.35    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1581000 | PA      | $1150354.97    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      5573000 | PA      | $4154597.14    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1512000 | PA      | $1049918.39    | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1346000 | PA      | $937233.97     | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| York University                                                                  | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       879000 | PA      | $751368.70     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      5244000 | PA      | $3741410.14    | 0.00%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4563605.26    | 0.00%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2538208.19    | 0.00%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      6090000 | PA      | $4353936.41    | 0.00%             | 2035-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                        | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |        84047 | PA      | $53056.97      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      4195000 | PA      | $3022747.73    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      3097000 | PA      | $2251136.31    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2644656.53    | 0.00%             | 2029-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2649051.02    | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2102499.65    | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     18900000 | PA      | $14315738.11   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $7176086.58    | 0.01%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2109000 | PA      | $1514166.98    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $929940.77     | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1663000 | PA      | $1205993.01    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      1495000 | PA      | $1072995.85    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      7380000 | PA      | $5259994.69    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     14337000 | PA      | $31492435.67   | 0.03%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10512000 | PA      | $16382776.09   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $6940982.27    | 0.01%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      8290000 | PA      | $11516203.61   | 0.01%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| City of Zurich Switzerland                                                       | CITY OF ZURICH                 | CUSIP: BVN077GR7<br>LEI: 50670000BEWAL237A323 | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $14699814.42   | 0.01%             | 2036-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10137000 | PA      | $15597249.94   | 0.01%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5505000 | PA      | $8597185.31    | 0.01%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      4593000 | PA      | $6088753.79    | 0.01%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5200000 | PA      | $7264134.13    | 0.01%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     17605000 | PA      | $23936331.20   | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13971581.24   | 0.01%             | 2031-02-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     44889000 | PA      | $63175090.13   | 0.05%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     20974000 | PA      | $30589275.09   | 0.03%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6748672.81    | 0.01%             | 2040-02-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $9810274.52    | 0.01%             | 2028-04-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15960000 | PA      | $21022299.16   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      8925000 | PA      | $12006905.82   | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      1525000 | PA      | $2027753.08    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      5100000 | PA      | $7371113.19    | 0.01%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      2449000 | PA      | $4702297.83    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     26454000 | PA      | $34223925.94   | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     19513000 | PA      | $24370619.44   | 0.02%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Vaud                                                                   | CANTON OF WAADT                | CUSIP: N/A<br>LEI: 506700E81244S7B58Q98       | Long             | DBT              | NUSS              | CH        |      4540000 | PA      | $6348465.58    | 0.01%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      1805000 | PA      | $2390993.77    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      8465000 | PA      | $11350606.74   | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      9545000 | PA      | $12887356.41   | 0.01%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3294862.83    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |      2395000 | PA      | $3061313.61    | 0.00%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: EK7344915<br>LEI: 5493007HIVTX6SY6XD66 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1282400.97    | 0.00%             | 2035-05-11      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Canton of Solothurn                                                              | CANTON SOLOTHURN               | CUSIP: N/A<br>LEI: 894500774THBEXVXPT47       | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $12715150.70   | 0.01%             | 2045-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3580883.04    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4080000 | PA      | $5227891.18    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16015000 | PA      | $20490425.42   | 0.02%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      5000000 | PA      | $6428649.77    | 0.01%             | 2040-03-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     12240000 | PA      | $15692290.95   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12545000 | PA      | $15900547.87   | 0.01%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3245748.41    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2800000 | PA      | $3542843.74    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6226797.21    | 0.01%             | 2045-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4969591.92    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: UV9446187<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $9675472.26    | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9767883.48    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12500000 | PA      | $15841145.13   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      8925000 | PA      | $11349401.69   | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      6630000 | PA      | $8227210.99    | 0.01%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      2545000 | PA      | $3116796.53    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4799059.61    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     14280000 | PA      | $18121026.67   | 0.02%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3142542.61    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      1520000 | PA      | $1779542.70    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4235000 | PA      | $4960760.35    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     18600000 | PA      | $21665618.51   | 0.02%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4715000 | PA      | $5857111.37    | 0.00%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $11398493.63   | 0.01%             | 2040-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15070000 | PA      | $18717522.47   | 0.02%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3000000 | PA      | $3375903.63    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2060000 | PA      | $2452044.62    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      3188000 | PA      | $3964069.41    | 0.00%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     17757000 | PA      | $22226562.00   | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      7246000 | PA      | $9383494.41    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2035000 | PA      | $2513370.21    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     11000000 | PA      | $13904332.25   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                              | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |      2290000 | PA      | $2926773.87    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $12539701.80   | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      4485000 | PA      | $5673328.41    | 0.00%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     20000000 | PA      | $25519534.14   | 0.02%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $6474993.55    | 0.01%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $10221198.69   | 0.01%             | 2028-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4845000 | PA      | $6169233.65    | 0.01%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     17685000 | PA      | $22475875.22   | 0.02%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3124696.18    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                                | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3213900.66    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3055000 | PA      | $3801592.19    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     22465000 | PA      | $28733702.49   | 0.02%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3248247.00    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9818620.22    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $12637942.02   | 0.01%             | 2048-10-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     14655000 | PA      | $18213667.64   | 0.02%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $14347438.41   | 0.01%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     12750000 | PA      | $16325004.71   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $6431791.55    | 0.01%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4829198.20    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      4195000 | PA      | $4911416.45    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |     13875000 | PA      | $16292932.95   | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16275000 | PA      | $20749178.41   | 0.02%             | 2027-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AZ5986734<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $18330251.49   | 0.02%             | 2034-04-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      6777000 | PA      | $7271696.03    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      9300000 | PA      | $11371590.32   | 0.01%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      4485000 | PA      | $5470594.46    | 0.00%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      9155000 | PA      | $11440529.02   | 0.01%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9172789.67    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     19060000 | PA      | $23752079.98   | 0.02%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5179000 | PA      | $6841688.25    | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      4000000 | PA      | $4991391.31    | 0.00%             | 2030-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $5657965.52    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     52207000 | PA      | $65948328.74   | 0.06%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     13007000 | PA      | $18419793.09   | 0.02%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      6000000 | PA      | $7625958.92    | 0.01%             | 2040-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16305000 | PA      | $20445230.46   | 0.02%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4860000 | PA      | $5971785.26    | 0.01%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     20041000 | PA      | $22509324.46   | 0.02%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $8456833.17    | 0.01%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $9104053.56    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     14965000 | PA      | $17502499.76   | 0.01%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     18100000 | PA      | $17319818.91   | 0.01%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5306000 | PA      | $5903756.75    | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6203038.97    | 0.01%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     18975000 | PA      | $24077816.69   | 0.02%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     23000000 | PA      | $27652249.31   | 0.02%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2505440.84    | 0.00%             | 2031-03-24      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4335000 | PA      | $5492987.88    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      4250000 | PA      | $4273775.85    | 0.00%             | 2031-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3824000 | PA      | $3883806.23    | 0.00%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1500000 | PA      | $1891909.19    | 0.00%             | 2029-11-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      6510000 | PA      | $8069248.11    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $5034716.84    | 0.00%             | 2037-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13408994.69   | 0.01%             | 2042-03-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     23000000 | PA      | $26061285.87   | 0.02%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12500000 | PA      | $16581216.80   | 0.01%             | 2032-04-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13549688.36   | 0.01%             | 2032-12-21      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6710495.30    | 0.01%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $6963219.52    | 0.01%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5335000 | PA      | $7575387.28    | 0.01%             | 2034-10-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      8000000 | PA      | $9383437.22    | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3500000 | PA      | $5190046.18    | 0.00%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6835377.23    | 0.01%             | 2032-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG                | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2616040.19    | 0.00%             | 2027-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      8000000 | PA      | $11302620.34   | 0.01%             | 2038-11-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3000000 | PA      | $3622839.69    | 0.00%             | 2031-01-11      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $8629309.91    | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     17500000 | PA      | $24522773.41   | 0.02%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 1 Financing Corp LLC                                              | EQUINIX EUROPE                 | CUSIP: N/A<br>LEI: 254900IZUS1SGE1OQW52       | Long             | DBT              | CORP              | US        |      1700000 | PA      | $2259225.48    | 0.00%             | 2028-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6624840.98    | 0.01%             | 2029-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2742729.89    | 0.00%             | 2033-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $9825160.04    | 0.01%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $14609775.39   | 0.01%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $14004462.79   | 0.01%             | 2043-03-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $17941506.47   | 0.02%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13488654.25   | 0.01%             | 2036-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2666286.04    | 0.00%             | 2030-02-12      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $10270870.61   | 0.01%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2699423.82    | 0.00%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $3365236.77    | 0.00%             | 2040-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      5485000 | PA      | $7353725.14    | 0.01%             | 2037-06-24      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS SWITZERLAND                | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     11000000 | PA      | $12804746.83   | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     21000000 | PA      | $23763724.25   | 0.02%             | 2034-02-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      6000000 | PA      | $7470851.99    | 0.01%             | 2040-05-22      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      5000000 | PA      | $6244595.89    | 0.01%             | 2045-06-13      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1287349.72    | 0.00%             | 2029-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      2000000 | PA      | $2335281.67    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     21000000 | PA      | $24137345.18   | 0.02%             | 2036-08-11      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| DH Switzerland Finance Sarl                                                      | DH SWITZERLAND                 | CUSIP: N/A<br>LEI: 222100B1BDP2ZTPIFO41       | Long             | DBT              | CORP              | LU        |      3200000 | PA      | $4099862.03    | 0.00%             | 2033-10-10      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  11980000000 | PA      | $13885066.44   | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  17965000000 | PA      | $19137605.52   | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  19450000000 | PA      | $21076592.47   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AW8539859<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  11320000000 | PA      | $11641221.24   | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   5630000000 | PA      | $5187628.82    | 0.00%             | 2033-10-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  18970000000 | PA      | $21105189.13   | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   3500000000 | PA      | $4455970.54    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  19615000000 | PA      | $22342882.54   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   6270000000 | PA      | $6786725.04    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   7500000000 | PA      | $8439819.24    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   8685000000 | PA      | $10209576.99   | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  16385000000 | PA      | $16024251.76   | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  17580000000 | PA      | $18671251.04   | 0.02%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   5920000000 | PA      | $7043711.15    | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   4290000000 | PA      | $4797257.06    | 0.00%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  11660000000 | PA      | $13170165.73   | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   1472708306 | NS      | $1472561035.27 | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $4269224.79    | 0.00%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     74900000 | PA      | $13218853.42   | 0.01%             | 2037-01-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    129350000 | PA      | $24566827.59   | 0.02%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $7733761.61    | 0.01%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    375200000 | PA      | $58130115.14   | 0.05%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7815674.64    | 0.01%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    135200000 | PA      | $25465197.43   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: ZR5723914<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7768415.12    | 0.01%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    158000000 | PA      | $27859062.46   | 0.02%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $3860085.02    | 0.00%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     55000000 | PA      | $8541826.40    | 0.01%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9232319.19    | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5923917.53    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $19379278.72   | 0.02%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14970037.97   | 0.01%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7968410.73    | 0.01%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6379689.33    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15103741.05   | 0.01%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9597289.59    | 0.01%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3988068.16    | 0.00%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $24256816.20   | 0.02%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    115000000 | PA      | $18174494.89   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3190248.26    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $23817383.10   | 0.02%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $11107933.10   | 0.01%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $18851832.92   | 0.02%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15222244.34   | 0.01%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15866428.63   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $10383211.31   | 0.01%             | 2041-11-08      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4731248.45    | 0.00%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     75000000 | PA      | $11705808.02   | 0.01%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15220816.11   | 0.01%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $20556118.62   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6103775.29    | 0.01%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5281541.78    | 0.00%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12514903.75   | 0.01%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    170000000 | PA      | $26797382.37   | 0.02%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6112200.07    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3715048.62    | 0.00%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $18727935.44   | 0.02%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    105000000 | PA      | $16307333.64   | 0.01%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $10685285.17   | 0.01%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    155000000 | PA      | $23102567.81   | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     57000000 | PA      | $9713847.14    | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    205000000 | PA      | $32258024.12   | 0.03%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15394256.36   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $22491364.79   | 0.02%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $22514544.20   | 0.02%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     29570000 | PA      | $5114764.70    | 0.00%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    172570000 | PA      | $25942809.10   | 0.02%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     78740000 | PA      | $12315520.65   | 0.01%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     78050000 | PA      | $12217913.07   | 0.01%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15677614.45   | 0.01%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15279938.25   | 0.01%             | 2030-07-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $13118404.37   | 0.01%             | 2043-07-24      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     81000000 | PA      | $12563690.11   | 0.01%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     74640000 | PA      | $11733437.71   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    102940000 | PA      | $15745836.41   | 0.01%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     24800000 | PA      | $3854814.90    | 0.00%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    106500000 | PA      | $16166761.25   | 0.01%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     80650000 | PA      | $12370966.36   | 0.01%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    165000000 | PA      | $24611261.55   | 0.02%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    121000000 | PA      | $18097765.84   | 0.02%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    146000000 | PA      | $22300719.38   | 0.02%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    115000000 | PA      | $17348140.38   | 0.01%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14912237.24   | 0.01%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     81000000 | PA      | $12260354.82   | 0.01%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15105242.44   | 0.01%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14680601.14   | 0.01%             | 2027-09-13      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11943293.55   | 0.01%             | 2034-09-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    154000000 | PA      | $22857447.72   | 0.02%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7513688.88    | 0.01%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $12901228.33   | 0.01%             | 2035-01-03      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     51550000 | PA      | $6982501.87    | 0.01%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $23491125.24   | 0.02%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     83000000 | PA      | $12055162.60   | 0.01%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    300000000 | PA      | $44071133.29   | 0.04%             | 2028-02-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    320000000 | PA      | $46846999.77   | 0.04%             | 2028-02-14      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11867268.59   | 0.01%             | 2032-03-25      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     84000000 | PA      | $12272999.06   | 0.01%             | 2035-04-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    250000000 | PA      | $36474486.55   | 0.03%             | 2028-05-12      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     85700000 | PA      | $12481284.22   | 0.01%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     92500000 | PA      | $13346059.43   | 0.01%             | 2035-06-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    200000000 | PA      | $29340908.59   | 0.02%             | 2028-08-07      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     95000000 | PA      | $13869606.58   | 0.01%             | 2035-08-07      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    245000000 | PA      | $35967483.56   | 0.03%             | 2028-08-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    200000000 | PA      | $29545045.47   | 0.03%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7337010.24    | 0.01%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    127850000 | PA      | $18933693.24   | 0.02%             | 2032-09-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14754050.91   | 0.01%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     28500000 | PA      | $3960297.43    | 0.00%             | 2075-11-06      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7352592.68    | 0.01%             | 2035-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7348444.83    | 0.01%             | 2032-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     38000000 | PA      | $5739821.41    | 0.00%             | 2056-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    245000000 | PA      | $35931384.18   | 0.03%             | 2033-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     49580000 | PA      | $2248203.59    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    210430000 | PA      | $9096491.16    | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    188810000 | PA      | $8774404.06    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    811930000 | PA      | $34246415.32   | 0.03%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    390090000 | PA      | $15561038.86   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |   1832470000 | PA      | $84240507.87   | 0.07%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    548580000 | PA      | $22746875.55   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    459730000 | PA      | $14288116.02   | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    340000000 | PA      | $13932178.73   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    253320000 | PA      | $9083919.71    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    504710000 | PA      | $21956826.51   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    639980000 | PA      | $31559245.44   | 0.03%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    186750000 | PA      | $9278616.86    | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    813480000 | PA      | $39498573.76   | 0.03%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    731740000 | PA      | $34924506.36   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     42860000 | PA      | $1855762.57    | 0.00%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    280000000 | PA      | $11556651.79   | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    600000000 | PA      | $27722875.96   | 0.02%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    713010000 | PA      | $35404414.85   | 0.03%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     22546000 | PA      | $25073083.24   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      5036000 | PA      | $5308098.14    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     17718000 | PA      | $15695958.36   | 0.01%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    140572636 | PA      | $141691187.94  | 0.12%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     13871778 | PA      | $15858862.02   | 0.01%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    180421000 | PA      | $138206395.35  | 0.12%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    123946000 | PA      | $140158526.01  | 0.12%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     79586000 | PA      | $88563277.42   | 0.08%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    242189710 | PA      | $122065952.61  | 0.10%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    136581482 | PA      | $122492418.53  | 0.10%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    109252000 | PA      | $123310817.49  | 0.10%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5458000 | PA      | $5635005.16    | 0.00%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    120943000 | PA      | $104606767.38  | 0.09%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    218122000 | PA      | $239801336.61  | 0.20%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    119486000 | PA      | $121524563.88  | 0.10%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     55000000 | PA      | $25841769.14   | 0.02%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    136673656 | PA      | $136845852.91  | 0.12%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     92398000 | PA      | $84636070.47   | 0.07%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    155811851 | PA      | $171341595.18  | 0.15%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    165854961 | PA      | $135914201.00  | 0.12%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    100000000 | PA      | $115045437.85  | 0.10%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     45000000 | PA      | $58372004.70   | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     53000000 | PA      | $72281851.39   | 0.06%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     43658800 | PA      | $50299245.05   | 0.04%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    131968000 | PA      | $135227584.49  | 0.11%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2815713.82    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     11459000 | PA      | $12139858.88   | 0.01%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     15751000 | PA      | $13478493.12   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $4633633.29    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      7173000 | PA      | $7198671.65    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     16100000 | PA      | $17502263.79   | 0.01%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $5906600.96    | 0.01%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5784425.01    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      6828000 | PA      | $7974434.67    | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      7400000 | PA      | $8608879.25    | 0.01%             | 2031-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     16396000 | PA      | $15922629.81   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $11624885.13   | 0.01%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $7112276.27    | 0.01%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     11784000 | PA      | $11404922.87   | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2840718.72    | 0.00%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      6400000 | PA      | $7302081.80    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: AM8379308<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1147118.28    | 0.00%             | 2028-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $1981500.23    | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $6448310.81    | 0.01%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1645096.41    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: EJ5793009<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3418628.53    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      5200000 | PA      | $5315107.05    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2853353.94    | 0.00%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      9700000 | PA      | $8262798.94    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      3125000 | PA      | $3608480.59    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5721640.54    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     12810000 | PA      | $13136213.04   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      7400000 | PA      | $7423887.25    | 0.01%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      9099000 | PA      | $9360585.18    | 0.01%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      8821000 | PA      | $9252180.20    | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     34270000 | PA      | $39798179.92   | 0.03%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      4569000 | PA      | $5254645.74    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     18000000 | PA      | $20437229.11   | 0.02%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     17450000 | PA      | $19501623.22   | 0.02%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4577000 | PA      | $5366079.02    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4987401.34    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $13146402.71   | 0.01%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |     20198000 | PA      | $11563916.40   | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      4201000 | PA      | $3148959.98    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     31160000 | PA      | $27567195.60   | 0.02%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5425262.76    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13876000 | PA      | $15592299.66   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     52085000 | PA      | $54037239.22   | 0.05%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $5463143.27    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9972887.52    | 0.01%             | 2032-02-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     13835000 | PA      | $15125025.91   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1118108.71    | 0.00%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3236155.69    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      2104000 | PA      | $2321593.73    | 0.00%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |     12363000 | PA      | $12475205.97   | 0.01%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |     18449000 | PA      | $18996898.98   | 0.02%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      2561000 | PA      | $2704389.52    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     38887000 | PA      | $40248478.35   | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2386105.38    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     11700000 | PA      | $12196248.58   | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4419657.69    | 0.00%             | 2035-04-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3462154.87    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2116539.66    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2422091.70    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      8000000 | PA      | $8169339.81    | 0.01%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      7225000 | PA      | $6673093.82    | 0.01%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5699892.49    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $4758897.34    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2368285.76    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $8689342.23    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      2526000 | PA      | $2347313.79    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      6403000 | PA      | $5494424.08    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5682834.21    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     15182000 | PA      | $14904985.24   | 0.01%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     17400000 | PA      | $19818234.92   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |     15300000 | PA      | $17404376.47   | 0.01%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      5260000 | PA      | $5988958.47    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20497000 | PA      | $23262336.36   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      9245000 | PA      | $10448643.68   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4148000 | PA      | $4273558.29    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      2124000 | PA      | $2409628.68    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |     14000000 | PA      | $10093530.02   | 0.01%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7500000 | PA      | $8287842.28    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      2177000 | PA      | $2108924.91    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15810000 | PA      | $17786877.63   | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     14123000 | PA      | $15705616.11   | 0.01%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2548000 | PA      | $2476646.74    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     18140000 | PA      | $20681064.32   | 0.02%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     14079000 | PA      | $12445082.31   | 0.01%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900QAEEZOGUK5F293       | Long             | DBT              | NUSS              | DE        |      2049000 | PA      | $2255648.78    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3800000 | PA      | $3492260.58    | 0.00%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3400829.77    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4100000 | PA      | $3359057.68    | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7686000 | PA      | $8812359.83    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3401773.03    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      9400000 | PA      | $8456545.78    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      7219000 | PA      | $7962106.87    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $6644392.13    | 0.01%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      3074000 | PA      | $3341914.80    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2741786.80    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5490626.55    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $3299199.57    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $7404228.52    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10337000 | PA      | $8842267.59    | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11653813.25   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5742271.81    | 0.00%             | 2036-02-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13002000 | PA      | $11766913.54   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4612000 | PA      | $4952104.85    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2168837.25    | 0.00%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5320403.48    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      9000000 | PA      | $10474907.25   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |     35000000 | PA      | $40355148.74   | 0.03%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3630922.03    | 0.00%             | 2029-01-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      7000000 | PA      | $8128873.78    | 0.01%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      6854000 | PA      | $7947083.02    | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     19562000 | PA      | $23178305.50   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21163000 | PA      | $24498048.44   | 0.02%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                 | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |     20200000 | PA      | $21576413.54   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $8178814.83    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $21203037.64   | 0.02%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2387073.89    | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1237023.95    | 0.00%             | 2030-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8366626.80    | 0.01%             | 2038-09-07      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $6247625.53    | 0.01%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      3358000 | PA      | $3878179.58    | 0.00%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5950934.99    | 0.01%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     68285000 | PA      | $80761947.28   | 0.07%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17290361.52   | 0.01%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $10137232.51   | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      8800000 | PA      | $10191754.08   | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      8300000 | PA      | $10667948.43   | 0.01%             | 2053-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     51366000 | PA      | $60038898.28   | 0.05%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4799084.55    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     10700000 | PA      | $12684307.79   | 0.01%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3650867.86    | 0.00%             | 2054-07-26      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     45498000 | PA      | $52990902.13   | 0.04%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $23345920.34   | 0.02%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11492302.62   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3430981.77    | 0.00%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5746164.22    | 0.00%             | 2030-08-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8763006.68    | 0.01%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5956165.94    | 0.01%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3661787.34    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    210000000 | PA      | $246511167.86  | 0.21%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5460199.19    | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7232935.66    | 0.01%             | 2030-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |      6700000 | PA      | $7778922.35    | 0.01%             | 2029-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $18003015.69   | 0.02%             | 2035-07-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8095100.48    | 0.01%             | 2030-08-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMO AG                    | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4644027.52    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     30000000 | PA      | $34960651.05   | 0.03%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     18939000 | PA      | $21505687.35   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | HANN BETEILG NDS               | CUSIP: N/A<br>LEI: 391200ZYVJJCJO6H7178       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $8892952.59    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2206645.91    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5694652.15    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $7310892.89    | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $3340783.92    | 0.00%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $5245038.99    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      4002000 | PA      | $4347201.12    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $9452926.13    | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     28014000 | PA      | $28018362.99   | 0.02%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     33879000 | PA      | $38043035.88   | 0.03%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     10002000 | PA      | $10840639.46   | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $11547056.90   | 0.01%             | 2028-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $11375206.42   | 0.01%             | 2035-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $677354.72     | 0.00%             | 2041-04-07      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     12731000 | PA      | $13306549.62   | 0.01%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     17577000 | PA      | $18920582.44   | 0.02%             | 2029-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      2592000 | PA      | $2469699.67    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     13307000 | PA      | $13784364.53   | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     23561000 | PA      | $16465210.79   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      5260000 | PA      | $3935312.40    | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     22546000 | PA      | $23132253.74   | 0.02%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      7250000 | PA      | $7355584.28    | 0.01%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      4669000 | PA      | $4771733.09    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |      4100000 | PA      | $4501341.35    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2030946.27    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $4677418.58    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1607504.32    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $15932096.62   | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7374773.57    | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FINANCE                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5440209.00    | 0.00%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      4400000 | PA      | $4314068.52    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2462582.69    | 0.00%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7148608.93    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      2900000 | PA      | $3457224.92    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1243373.28    | 0.00%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1388984.41    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11362839.67   | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $4108078.70    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     14000000 | PA      | $16682325.42   | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3280148.54    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     12400000 | PA      | $12017393.44   | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4438000 | PA      | $4861522.18    | 0.00%             | 2031-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     29780000 | PA      | $34051714.93   | 0.03%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21007000 | PA      | $19719498.61   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1744029.80    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4604148.76    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      3400000 | PA      | $3259527.63    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $12238873.86   | 0.01%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $16441863.85   | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      9200000 | PA      | $10471774.26   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $6297002.92    | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      9108000 | PA      | $10342336.82   | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11785141.13   | 0.01%             | 2033-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     31942000 | PA      | $36887954.08   | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3390727.28    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      9000000 | PA      | $10211639.91   | 0.01%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     48312000 | PA      | $55999298.72   | 0.05%             | 2029-06-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      9305000 | PA      | $10683120.00   | 0.01%             | 2036-01-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     13433000 | PA      | $15485813.54   | 0.01%             | 2031-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     11192000 | PA      | $12907276.59   | 0.01%             | 2036-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5764349.33    | 0.00%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6701604.73    | 0.01%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     17000000 | PA      | $19650098.41   | 0.02%             | 2046-01-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      7854000 | PA      | $9119013.68    | 0.01%             | 2033-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11493658.18   | 0.01%             | 2036-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     54253000 | PA      | $63151851.32   | 0.05%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8611749.35    | 0.01%             | 2032-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SH                                 | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900WYWA4CEU70N964       | Long             | DBT              | NUSS              | DE        |     30552000 | PA      | $34945313.65   | 0.03%             | 2035-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5918727.11    | 0.01%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                                             | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1163360.65    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      7100000 | PA      | $7762797.38    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2339552.06    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $23593621.45   | 0.02%             | 2029-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $11693129.40   | 0.01%             | 2031-08-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5752411.56    | 0.00%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     18080000 | PA      | $19924554.98   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      6348000 | PA      | $7089709.23    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113819.03     | 0.00%             | 2027-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $10569549.89   | 0.01%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      6673000 | PA      | $6375750.87    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $9775624.59    | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11630653.62   | 0.01%             | 2029-02-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |     14000000 | PA      | $14158911.70   | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |     12500000 | PA      | $14683039.76   | 0.01%             | 2029-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                                          | BUNDESSCHATZANW                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    140000000 | PA      | $162737925.20  | 0.14%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    164000000 | PA      | $190872623.10  | 0.16%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-188                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    180000000 | PA      | $209995528.39  | 0.18%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-189                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $231046789.89  | 0.20%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-190                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    240000000 | PA      | $279968968.70  | 0.24%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-191                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    116500000 | PA      | $135132687.67  | 0.11%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $229585948.13  | 0.19%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $231408320.94  | 0.20%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     95000000 | PA      | $90920089.71   | 0.08%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     88399200 | PA      | $91341987.42   | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     96556000 | PA      | $103151178.58  | 0.09%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    198606600 | PA      | $230137139.84  | 0.20%             | 2047-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    115429000 | PA      | $130792312.25  | 0.11%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     65933016 | PA      | $75861849.12   | 0.06%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    203889000 | PA      | $227193317.70  | 0.19%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    247083562 | PA      | $282266601.56  | 0.24%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    226000000 | PA      | $256421168.18  | 0.22%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    145000000 | PA      | $168156794.90  | 0.14%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-G                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     80000000 | PA      | $92435203.39   | 0.08%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     90000000 | PA      | $96180448.64   | 0.08%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $22662478.30   | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    142900000 | PA      | $161525471.18  | 0.14%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2733198.35    | 0.00%             | 2029-11-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11470411.70   | 0.01%             | 2031-10-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      3587000 | PA      | $3650065.29    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $9100002.00    | 0.01%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5836946.61    | 0.00%             | 2033-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     11000000 | PA      | $13715342.07   | 0.01%             | 2033-10-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     16984000 | PA      | $20134640.11   | 0.02%             | 2028-08-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7340980.21    | 0.01%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $21224845.69   | 0.02%             | 2029-04-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     13000000 | PA      | $14890341.10   | 0.01%             | 2036-09-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11474162.69   | 0.01%             | 2030-10-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11495178.06   | 0.01%             | 2036-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11503263.33   | 0.01%             | 2031-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4612000 | PA      | $4824421.68    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5857005.46    | 0.00%             | 2037-02-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11506112.95   | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8293806.65    | 0.01%             | 2032-07-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     21472000 | PA      | $24916423.88   | 0.02%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11698129.09   | 0.01%             | 2032-01-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17478200.63   | 0.01%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5820506.71    | 0.00%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |     23345000 | PA      | $25775828.88   | 0.02%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11546954.79   | 0.01%             | 2041-02-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2561000 | PA      | $2824734.53    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8500000 | PA      | $9337732.49    | 0.01%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     15500000 | PA      | $16298022.34   | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $9529131.99    | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8223423.23    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     10070000 | PA      | $11882443.53   | 0.01%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      6508000 | PA      | $7226084.89    | 0.01%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      9992000 | PA      | $9957258.45    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      7737000 | PA      | $7451422.85    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     33855000 | PA      | $37055459.18   | 0.03%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      3758000 | PA      | $3888691.97    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4207000 | PA      | $4613236.46    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     22287000 | PA      | $25293592.14   | 0.02%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1610638.08    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4459157.11    | 0.00%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     15174000 | PA      | $17727411.34   | 0.02%             | 2027-11-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     16062000 | PA      | $18594664.82   | 0.02%             | 2028-10-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6533000 | PA      | $7601709.59    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6661000 | PA      | $7654322.31    | 0.01%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8727208.30    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      4765000 | PA      | $4082270.92    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6365000 | PA      | $4552526.25    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $16373055.70   | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17652133.75   | 0.01%             | 2027-08-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6905003.62    | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10735000 | PA      | $7765031.17    | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      7173000 | PA      | $6904947.07    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14348000 | PA      | $16264287.51   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1742000 | PA      | $1570082.27    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     12800000 | PA      | $10569706.55   | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $4073453.80    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14734000 | PA      | $10824594.39   | 0.01%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2180311.23    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      3000000 | PA      | $2896204.53    | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     12776000 | PA      | $10121285.69   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10651000 | PA      | $5038730.05    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      4932000 | PA      | $3324019.91    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10515000 | PA      | $7370148.14    | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      9512000 | PA      | $6712064.18    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     19779000 | PA      | $12657461.54   | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8970000 | PA      | $4881330.81    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8417000 | PA      | $4093249.23    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5276677.94    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $8114623.91    | 0.01%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      3119000 | PA      | $3388250.19    | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     20755000 | PA      | $17925303.31   | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     15344000 | PA      | $5664454.18    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     16266000 | PA      | $8155439.08    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8427000 | PA      | $6451338.12    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14000000 | PA      | $14906679.36   | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     64931000 | PA      | $75023252.50   | 0.06%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $23127224.80   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1320000 | PA      | $1326670.31    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     17500000 | PA      | $17814222.11   | 0.02%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14652000 | PA      | $16355785.12   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3715000 | PA      | $4038558.86    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8745029.53    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      8697000 | PA      | $7627250.51    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $2197513.74    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17152042.80   | 0.01%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     11418000 | PA      | $13094235.94   | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3587000 | PA      | $4052963.57    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      4669000 | PA      | $4571598.18    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $3528543.30    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     25000000 | PA      | $26436080.69   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $3599336.24    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5791122.56    | 0.00%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      6012000 | PA      | $3131349.52    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     45433000 | PA      | $46670842.80   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11464909.63   | 0.01%             | 2035-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      6830000 | PA      | $7758385.02    | 0.01%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      3509000 | PA      | $3905569.06    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      1502000 | PA      | $1563262.99    | 0.00%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     13669000 | PA      | $14464466.77   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      2574000 | PA      | $2589331.14    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17307123.00   | 0.01%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     22500000 | PA      | $26062304.37   | 0.02%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17173620.93   | 0.01%             | 2034-05-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wuestenrot Bausparkasse AG                                                       | BAUSPARK WUESTEN               | CUSIP: N/A<br>LEI: 529900S1KHKOEQL5CK20       | Long             | DBT              | CORP              | DE        |     10200000 | PA      | $11685414.96   | 0.01%             | 2033-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |    100000000 | PA      | $14936981.22   | 0.01%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     50000000 | PA      | $7194035.01    | 0.01%             | 2031-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                         | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |      9300000 | PA      | $10273245.00   | 0.01%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                           | REALKREDIT DNMRK               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |    250000000 | PA      | $37490085.83   | 0.03%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                   | DLR KREDIT A/S                 | CUSIP: N/A<br>LEI: 529900PR2ELW8QI1B775       | Long             | DBT              | CORP              | DK        |     50000000 | PA      | $7318423.47    | 0.01%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                             | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |     50000000 | PA      | $7321171.95    | 0.01%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     15680297 | PA      | $2164701.80    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    125000000 | PA      | $18745042.92   | 0.02%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     50000000 | PA      | $7363812.69    | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    300000000 | PA      | $46223035.42   | 0.04%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    100000000 | PA      | $15108172.42   | 0.01%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    250000000 | PA      | $37182255.80   | 0.03%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    300000000 | PA      | $43712178.92   | 0.04%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    381645000 | PA      | $69354423.61   | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    338247000 | PA      | $49515314.89   | 0.04%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    115182000 | PA      | $8554695.03    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    721612000 | PA      | $98108382.60   | 0.08%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    453585000 | PA      | $68587980.45   | 0.06%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    188370000 | PA      | $28484006.04   | 0.02%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    100000000 | PA      | $14823591.40   | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      8000000 | PA      | $9299631.12    | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     11996000 | PA      | $13417286.72   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2292388.58    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     15000000 | PA      | $17577053.04   | 0.01%             | 2035-04-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      7000000 | PA      | $8159701.80    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $11455696.48   | 0.01%             | 2033-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        10033 | NC      | $-10972616.04  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     41740000 | PA      | $53149724.33   | 0.05%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     50720000 | PA      | $66650836.13   | 0.06%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     66035000 | PA      | $84992714.97   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     22396000 | PA      | $30228327.07   | 0.03%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     57949000 | PA      | $71896919.63   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     56015000 | PA      | $75969073.70   | 0.06%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    100000000 | PA      | $113097367.15  | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     91405000 | PA      | $90713768.48   | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     53292000 | PA      | $53570167.70   | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     17219000 | PA      | $19101675.31   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     19332000 | PA      | $23958426.90   | 0.02%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     34351000 | PA      | $32381896.05   | 0.03%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     61318000 | PA      | $69938386.34   | 0.06%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     44301000 | PA      | $45635645.85   | 0.04%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    110000000 | PA      | $117792448.27  | 0.10%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      6127000 | PA      | $3787829.45    | 0.00%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     77534000 | PA      | $88956875.36   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     88382000 | PA      | $96579276.13   | 0.08%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     66751000 | PA      | $55667532.32   | 0.05%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     98000000 | PA      | $100004838.49  | 0.08%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     36946000 | PA      | $19814163.18   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    243681000 | PA      | $273031695.97  | 0.23%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    111360000 | PA      | $97524950.20   | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    118193000 | PA      | $121369165.59  | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     68941000 | PA      | $52901455.92   | 0.04%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    131585000 | PA      | $134662497.36  | 0.11%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     82073000 | PA      | $62159367.26   | 0.05%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    222089000 | PA      | $244575810.02  | 0.21%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     81027000 | PA      | $91894245.47   | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     83580000 | PA      | $91968556.16   | 0.08%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     90772000 | PA      | $106264922.43  | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     74407000 | PA      | $88618220.63   | 0.08%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    173065000 | PA      | $207015937.92  | 0.18%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      9270000 | PA      | $11103659.25   | 0.01%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    204398000 | PA      | $239497122.86  | 0.20%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     92172000 | PA      | $107710105.98  | 0.09%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    129961000 | PA      | $148565961.14  | 0.13%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    159006000 | PA      | $187848307.40  | 0.16%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    167104000 | PA      | $197096850.14  | 0.17%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    226276000 | PA      | $263957471.20  | 0.22%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    290000000 | PA      | $338100335.31  | 0.29%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     80000000 | PA      | $92050640.64   | 0.08%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    126630000 | PA      | $142557392.31  | 0.12%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    149905000 | PA      | $172343643.15  | 0.15%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    171900000 | PA      | $199590865.24  | 0.17%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     95000000 | PA      | $110074479.22  | 0.09%             | 2029-03-31      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    104468000 | PA      | $120491074.36  | 0.10%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     40000000 | PA      | $46125958.43   | 0.04%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     49984000 | PA      | $56111171.83   | 0.05%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     22546000 | PA      | $23291787.75   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11666170.60   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     10943000 | PA      | $12939587.02   | 0.01%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     14052000 | PA      | $14462114.64   | 0.01%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     20865000 | PA      | $24624864.46   | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      8000000 | PA      | $9118771.71    | 0.01%             | 2036-04-30      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      2561000 | PA      | $2907003.39    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      6981000 | PA      | $8020805.98    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     10248000 | PA      | $11583093.06   | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      2021000 | PA      | $2143404.75    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      8751000 | PA      | $9481961.25    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      7813000 | PA      | $7816878.80    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      8000000 | PA      | $9536416.35    | 0.01%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11748282.66   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     14818000 | PA      | $17120166.21   | 0.01%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |      6300000 | PA      | $7550567.48    | 0.01%             | 2029-07-30      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |      9100000 | PA      | $10763137.59   | 0.01%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      4000000 | PA      | $4037462.43    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      3300000 | PA      | $3908330.11    | 0.00%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |     17000000 | PA      | $20010075.20   | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |     12300000 | PA      | $14395164.61   | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                                | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3524742.96    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1700401.86    | 0.00%             | 2027-10-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4828366.17    | 0.00%             | 2030-05-03      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3697965.13    | 0.00%             | 2031-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9281354.11    | 0.01%             | 2033-02-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4145134.93    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1949447.65    | 0.00%             | 2032-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1578780.18    | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                          | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2886846.98    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                 | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $5447708.16    | 0.00%             | 2029-02-21      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                     | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |     16400000 | PA      | $19572152.34   | 0.02%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |     18100000 | PA      | $22215575.08   | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      6500000 | PA      | $7649219.05    | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5758252.81    | 0.00%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11444444.71   | 0.01%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11319645.84   | 0.01%             | 2036-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8100000 | PA      | $9676131.97    | 0.01%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5900000 | PA      | $6225964.78    | 0.01%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $2919781.72    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5100000 | PA      | $5365366.78    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     21000000 | PA      | $24483398.84   | 0.02%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     20000000 | PA      | $22885711.17   | 0.02%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5934175.86    | 0.01%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5744362.08    | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     12350000 | PA      | $15273554.06   | 0.01%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                           | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |      8200000 | PA      | $9667457.42    | 0.01%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5347299.37    | 0.00%             | 2032-07-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     17700000 | PA      | $20098941.50   | 0.02%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     16781000 | PA      | $17702579.01   | 0.02%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     10248000 | PA      | $12530351.37   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      5378000 | PA      | $6272178.67    | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     10447000 | PA      | $9279357.77    | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     21454000 | PA      | $24376267.55   | 0.02%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      1793000 | PA      | $1384857.41    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     26968000 | PA      | $25839860.78   | 0.02%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     29083000 | PA      | $22443764.69   | 0.02%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18810000 | PA      | $16457550.70   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     28413000 | PA      | $32713574.06   | 0.03%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     23345000 | PA      | $24112713.09   | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     19554000 | PA      | $16117725.47   | 0.01%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     12810000 | PA      | $14698982.74   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     38787000 | PA      | $36886960.82   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      7997000 | PA      | $8518832.35    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     15370000 | PA      | $9398159.81    | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18000000 | PA      | $20301008.52   | 0.02%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     53917000 | PA      | $55072556.39   | 0.05%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      9689000 | PA      | $10221439.40   | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      5124000 | PA      | $5949787.75    | 0.01%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      9736000 | PA      | $11379449.84   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      5124000 | PA      | $4435322.85    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     20471000 | PA      | $20368945.69   | 0.02%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     17355000 | PA      | $13655518.29   | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     16820000 | PA      | $14445854.42   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      6148000 | PA      | $6366516.46    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      9456000 | PA      | $10592772.47   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     21522000 | PA      | $23716125.37   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     26804000 | PA      | $28243720.55   | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     12202000 | PA      | $12232997.54   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     25000000 | PA      | $28485058.85   | 0.02%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     15000000 | PA      | $16998767.08   | 0.01%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     33580712 | PA      | $38450390.74   | 0.03%             | 2036-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     55110000 | PA      | $47771264.31   | 0.04%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18093000 | PA      | $10283843.73   | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      7003000 | PA      | $7863015.41    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     31851000 | PA      | $36746247.90   | 0.03%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     40000000 | PA      | $47132912.31   | 0.04%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     32500000 | PA      | $38818325.78   | 0.03%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     30000000 | PA      | $34936944.50   | 0.03%             | 2029-07-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     25000000 | PA      | $28659750.74   | 0.02%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     35000000 | PA      | $40768760.50   | 0.03%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     22383000 | PA      | $26088342.29   | 0.02%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     35959000 | PA      | $40822213.53   | 0.03%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     75000000 | PA      | $86041661.04   | 0.07%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     15000000 | PA      | $17386562.65   | 0.01%             | 2029-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     15000000 | PA      | $17140164.87   | 0.01%             | 2036-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     31007296 | PA      | $26417490.69   | 0.02%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     18962000 | PA      | $20552867.12   | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     29342492 | PA      | $34400913.32   | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     88876924 | PA      | $101287000.40  | 0.09%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      1868000 | PA      | $1670977.16    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     54884000 | PA      | $56975812.25   | 0.05%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     83353482 | PA      | $66447607.60   | 0.06%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     35987928 | PA      | $33716553.89   | 0.03%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     79515157 | PA      | $69153669.72   | 0.06%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     17622942 | PA      | $19358403.93   | 0.02%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     71966034 | PA      | $82511169.60   | 0.07%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     24954977 | PA      | $23953032.52   | 0.02%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     44773000 | PA      | $52813278.48   | 0.04%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11187000 | PA      | $12865721.58   | 0.01%             | 2037-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     58538348 | PA      | $69087635.13   | 0.06%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    206315580 | PA      | $244053759.12  | 0.21%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     73002335 | PA      | $83799023.95   | 0.07%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     59275632 | PA      | $60772349.66   | 0.05%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     69319000 | PA      | $81492185.15   | 0.07%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    114913864 | PA      | $117730028.70  | 0.10%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     44216000 | PA      | $37922040.31   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     17889000 | PA      | $11079459.10   | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     21290000 | PA      | $18396607.64   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     21887000 | PA      | $14552288.93   | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    102757544 | PA      | $103659220.06  | 0.09%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     20237000 | PA      | $20532245.78   | 0.02%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     74094435 | PA      | $53635019.86   | 0.05%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     71821110 | PA      | $40280210.67   | 0.03%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    153230142 | PA      | $179862013.04  | 0.15%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    104516000 | PA      | $119335044.33  | 0.10%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $13206183.52   | 0.01%             | 2029-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     64000000 | PA      | $72195635.20   | 0.06%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     48858000 | PA      | $66399295.09   | 0.06%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     59894000 | PA      | $68607272.58   | 0.06%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     50000000 | PA      | $59139661.97   | 0.05%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     29958000 | PA      | $34241943.05   | 0.03%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     43601000 | PA      | $58477024.78   | 0.05%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     62986000 | PA      | $73514835.27   | 0.06%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    128467866 | PA      | $144928714.57  | 0.12%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    150000000 | PA      | $175454525.18  | 0.15%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     68470000 | PA      | $78953907.49   | 0.07%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     91417777 | PA      | $107041713.62  | 0.09%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     95384057 | PA      | $108117958.41  | 0.09%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     30000000 | PA      | $34413319.52   | 0.03%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     40000000 | PA      | $46111273.73   | 0.04%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     52000000 | PA      | $59446878.62   | 0.05%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     39685890 | PA      | $45540376.55   | 0.04%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     38657000 | PA      | $44287856.50   | 0.04%             | 2036-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    112740516 | PA      | $130443204.91  | 0.11%             | 2029-07-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     37197000 | PA      | $42989625.23   | 0.04%             | 2031-06-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     22606000 | PA      | $25598575.59   | 0.02%             | 2034-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     10599261 | PA      | $12382913.40   | 0.01%             | 2046-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     17532000 | PA      | $17911503.37   | 0.02%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     44048000 | PA      | $33525008.94   | 0.03%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     26133000 | PA      | $29781764.79   | 0.03%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     16396000 | PA      | $16457354.89   | 0.01%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     62487000 | PA      | $67948374.20   | 0.06%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     38836000 | PA      | $28347750.77   | 0.02%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     29510000 | PA      | $30571159.99   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oma Saastopankki Oyj                                                             | OMA                            | CUSIP: N/A<br>LEI: 743700LE1ECAPXC5UT18       | Long             | DBT              | CORP              | FI        |      4700000 | PA      | $5266808.49    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     25000000 | PA      | $11480834.89   | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     14549000 | PA      | $14673356.93   | 0.01%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     14007000 | PA      | $9750714.39    | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     67731000 | PA      | $72263294.80   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     39441000 | PA      | $42873286.27   | 0.04%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     52455000 | PA      | $61746527.97   | 0.05%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     21194000 | PA      | $20673835.44   | 0.02%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     30000000 | PA      | $34565942.09   | 0.03%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     23268000 | PA      | $25143232.42   | 0.02%             | 2045-04-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     32137000 | PA      | $36728945.63   | 0.03%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     90000000 | PA      | $103337031.11  | 0.09%             | 2032-04-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     52358000 | PA      | $70091030.02   | 0.06%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       362000 | PA      | $537353.47     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    211812000 | PA      | $266846109.46  | 0.23%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                               | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |      4024000 | PA      | $5149263.78    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2244000 | PA      | $3040420.72    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2329288.86    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     28854412 | PA      | $36773298.75   | 0.03%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     58409000 | PA      | $63450278.65   | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      2049000 | PA      | $2287933.57    | 0.00%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     35596125 | PA      | $42062545.00   | 0.04%             | 2038-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2750000 | PA      | $3909887.96    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8050000 | PA      | $10941537.78   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54264676 | PA      | $66730368.96   | 0.06%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     38756174 | PA      | $41500950.60   | 0.04%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4719639.90    | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3550000 | PA      | $3738836.84    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2247677.55    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1625000 | PA      | $2343065.95    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     11500000 | PA      | $13732426.12   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $823225.63     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5758920.65    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    179885000 | PA      | $211008031.37  | 0.18%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     52375463 | PA      | $53625403.05   | 0.05%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5663918.96    | 0.00%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $6048523.45    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    150946324 | PA      | $173782198.72  | 0.15%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577661.10     | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4814707.71    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3432976.74    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5566859.30    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    112885000 | PA      | $122548766.72  | 0.10%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11000000 | PA      | $12611924.75   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4500220.81    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5431681.85    | 0.00%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      9100000 | PA      | $9778532.03    | 0.01%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5912236.50    | 0.01%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $10426973.76   | 0.01%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3055554.72    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     81794000 | PA      | $48158404.68   | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    142099000 | PA      | $132097819.95  | 0.11%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5725174.14    | 0.00%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4424258.99    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $567067.51     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1436432.72    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2382104.24    | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1221404.31    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2767901.39    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $9877860.91    | 0.01%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     30000000 | PA      | $31324422.59   | 0.03%             | 2031-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8663578.60    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     12004391 | PA      | $10911583.02   | 0.01%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2329775.38    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $9519219.10    | 0.01%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11700422.40   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AM8702772<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5697093.34    | 0.00%             | 2028-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $893908.31     | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    164689000 | PA      | $189910079.41  | 0.16%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $21152531.32   | 0.02%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     27400000 | PA      | $28536582.75   | 0.02%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    109121395 | PA      | $85958538.13   | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2427797.47    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4973855.51    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      6350000 | PA      | $7267761.97    | 0.01%             | 2027-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $8963760.42    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1724290.09    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115316.86     | 0.00%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4690847.53    | 0.00%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     20600000 | PA      | $21293672.41   | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     20402000 | PA      | $23355073.98   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     30700000 | PA      | $34994122.34   | 0.03%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5694910.94    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1932164.59    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3416293.92    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    260248510 | PA      | $293005943.40  | 0.25%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6761108.77    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4670945.01    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $6747209.71    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1533978.92    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $6332870.90    | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $14343935.98   | 0.01%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5654357.82    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: AQ7115290<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5477119.70    | 0.00%             | 2030-01-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: AQ8691604<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6510939.95    | 0.01%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2836845.68    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    149386000 | PA      | $147586112.27  | 0.13%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5090987.60    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2268170.27    | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $20932621.38   | 0.02%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3366843.22    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $8920905.05    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                             | CRELAN HOME LOAN               | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $8052805.36    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8465889.63    | 0.01%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $11326154.26   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2266868.13    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5165440.01    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11200000 | PA      | $11355719.46   | 0.01%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    248509000 | PA      | $276705706.48  | 0.23%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3057291.12    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      4500000 | PA      | $5077130.73    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2537867.31    | 0.00%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $12110382.22   | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      3400000 | PA      | $3099465.54    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6796533.74    | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     14100000 | PA      | $15787789.08   | 0.01%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5381880.97    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12080744.52   | 0.01%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2609540.79    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $10501073.89   | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     16900000 | PA      | $18644807.19   | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $433097.34     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1227692.97    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1984671.18    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3739373.11    | 0.00%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2690243.92    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2277728.06    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9818175.96    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2798490.51    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3468362.16    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $5840051.69    | 0.00%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     17000000 | PA      | $16667351.53   | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5564058.97    | 0.00%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8460496.01    | 0.01%             | 2029-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     16800000 | PA      | $17077363.47   | 0.01%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2279089.44    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $6412472.99    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $8125709.34    | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3112303.21    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2844255.22    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9611246.62    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    130205000 | PA      | $88048506.07   | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: AX3301410<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4952377.40    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    176702000 | PA      | $193012534.29  | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2272014.68    | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2914448.69    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     15200000 | PA      | $14729155.59   | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5544680.26    | 0.00%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     12200000 | PA      | $13363221.32   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5044780.43    | 0.00%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $7784999.60    | 0.01%             | 2029-03-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5546872.63    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     10100000 | PA      | $9717354.97    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1211893.92    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $9182790.54    | 0.01%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      7300000 | PA      | $8010956.70    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     12100000 | PA      | $13376836.35   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      8500000 | PA      | $5961134.24    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2361097.42    | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2773905.89    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5590555.88    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1414181.09    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $4027932.49    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                         | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1091055.97    | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4685171.46    | 0.00%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                       | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2190452.83    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     19600000 | PA      | $21012934.56   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2950518.69    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1120336.64    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: AZ5472420<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $16040635.86   | 0.01%             | 2029-07-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: AZ5408952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1926759.80    | 0.00%             | 2034-07-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                       | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5764248.06    | 0.00%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5354752.64    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $3687087.72    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $5383582.75    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5613656.24    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     11100000 | PA      | $12515073.05   | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5470535.52    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4086884.35    | 0.00%             | 2031-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     10100000 | PA      | $11478231.92   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5294127.17    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5607458.51    | 0.00%             | 2028-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    260770000 | PA      | $276004871.39  | 0.23%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $11328362.21   | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: ZR9901474<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2688308.20    | 0.00%             | 2031-10-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                             | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5265811.12    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     23600000 | PA      | $24899820.74   | 0.02%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $3381442.54    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4084420.15    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6266586.55    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                          | PRAEMIA HEALTHCR               | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4873395.19    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $4373577.39    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7048296.92    | 0.01%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15813726.54   | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $4733389.56    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3877919.11    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1063961.33    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5572385.43    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    105268000 | PA      | $54229829.29   | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5589543.02    | 0.00%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4714628.70    | 0.00%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      9300000 | PA      | $3711890.20    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     16700000 | PA      | $16467854.27   | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4985337.45    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8699805.43    | 0.01%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6612658.36    | 0.01%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8400970.14    | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5821709.12    | 0.00%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      7300000 | PA      | $8031374.25    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6534978.42    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4608301.69    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5270632.47    | 0.00%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2866337.03    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: BH5921227<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      6800000 | PA      | $7224102.26    | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2804869.88    | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2374478.82    | 0.00%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6178438.00    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      5300000 | PA      | $5573535.24    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     18200000 | PA      | $18871883.60   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5631861.30    | 0.00%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2892886.86    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1150609.07    | 0.00%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2370956.08    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4679364.19    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $11778685.82   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    131590005 | PA      | $96002002.34   | 0.08%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | COLONIAL SFL SOC               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2196271.98    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |     10200000 | PA      | $11392361.72   | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    276798000 | PA      | $283061927.99  | 0.24%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $10043373.05   | 0.01%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $7812259.66    | 0.01%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $9365203.54    | 0.01%             | 2027-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4501547.74    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     14900000 | PA      | $11531192.58   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     15300000 | PA      | $16293817.73   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3182614.02    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2395417.79    | 0.00%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1265020.94    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      5100000 | PA      | $5286492.56    | 0.00%             | 2030-07-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3387943.81    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2881843.78    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3513932.56    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $5818058.48    | 0.00%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3050160.47    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     12400000 | PA      | $10698859.71   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4984900.39    | 0.00%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     26100000 | PA      | $29318509.78   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                        | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2603952.79    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     50000000 | PA      | $50998987.14   | 0.04%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2269795.35    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      9300000 | PA      | $10371152.03   | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4166276.78    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     14500000 | PA      | $14724519.13   | 0.01%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1456568.86    | 0.00%             | 2079-12-31      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5100000 | PA      | $1998105.49    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $12740664.20   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     19000000 | PA      | $15855828.17   | 0.01%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $2716942.83    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6850621.05    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4330334.41    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     31000000 | PA      | $31590421.96   | 0.03%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8379188.02    | 0.01%             | 2079-12-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6281155.13    | 0.01%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                      | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1613941.96    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4155031.11    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      9100000 | PA      | $10063563.40   | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     13000000 | PA      | $14371233.07   | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $11650244.01   | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3701174.21    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4740428.49    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8247728.15    | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      6400000 | PA      | $6406023.36    | 0.01%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $10081342.08   | 0.01%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54906470 | PA      | $16677101.68   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $10507715.13   | 0.01%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2736843.28    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     35700000 | PA      | $35682892.52   | 0.03%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4101177.05    | 0.00%             | 2031-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $5786136.85    | 0.00%             | 2033-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     14700000 | PA      | $14780416.33   | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     31300000 | PA      | $33594357.89   | 0.03%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    123736000 | PA      | $77504362.36   | 0.07%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1006520.29    | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    302173000 | PA      | $297736246.10  | 0.25%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $10747479.88   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2772752.96    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5334456.41    | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     11600000 | PA      | $12443289.69   | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2071314.93    | 0.00%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      7000000 | PA      | $4457061.20    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2534558.70    | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2169055.15    | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2101372.00    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $1416514.99    | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $8075607.15    | 0.01%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     23300000 | PA      | $24942471.39   | 0.02%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     18300000 | PA      | $20120062.23   | 0.02%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     19300000 | PA      | $19456926.90   | 0.02%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | MUTUELLE ASSUR                 | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1530270.66    | 0.00%             | 2052-06-21      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     11200000 | PA      | $12166553.28   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4216980.13    | 0.00%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5306177.83    | 0.00%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3100180.86    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5305105.21    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |     11200000 | PA      | $11117815.60   | 0.01%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8531802.68    | 0.01%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    123989143 | PA      | $61938793.76   | 0.05%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     13600000 | PA      | $9650559.80    | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $10113580.84   | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3040803.62    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9889400.18    | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1796295.01    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     17400000 | PA      | $17293240.46   | 0.01%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     13600000 | PA      | $14940194.80   | 0.01%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7704313.98    | 0.01%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1054995.11    | 0.00%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1065233.09    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3077010.61    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | COLONIAL SFL SOC               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2119743.53    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2796884.23    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $10042873.99   | 0.01%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4262894.29    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      8100000 | PA      | $8212609.03    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $15987541.47   | 0.01%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     16800000 | PA      | $9359140.89    | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $7300424.17    | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8700000 | PA      | $8323499.95    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $10003525.43   | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    240980000 | PA      | $232763222.97  | 0.20%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4978413.51    | 0.00%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4449334.32    | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4677949.35    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1482294.98    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      7900000 | PA      | $7876063.84    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $13051011.24   | 0.01%             | 2032-01-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     23100000 | PA      | $23171798.88   | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3531120.70    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8325744.42    | 0.01%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3875955.09    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2210863.77    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     21900000 | PA      | $23750549.14   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2516600.21    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     38300000 | PA      | $41777262.22   | 0.04%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     23000000 | PA      | $25345654.86   | 0.02%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                     | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1599505.71    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6383439.54    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9105883.15    | 0.01%             | 2029-03-02      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     18200000 | PA      | $15957796.26   | 0.01%             | 2037-03-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      9600000 | PA      | $10762385.28   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5477340.46    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6972961.88    | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3676473.43    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4276461.16    | 0.00%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      7500000 | PA      | $7802135.28    | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    345219649 | PA      | $301852768.40  | 0.26%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $15010493.70   | 0.01%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                       | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4185586.88    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8499306.26    | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10633158.77   | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $14209480.92   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     57400000 | PA      | $60667000.00   | 0.05%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     25000000 | PA      | $26319516.74   | 0.02%             | 2032-05-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      7000000 | PA      | $7435749.37    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10199192.39   | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4398025.92    | 0.00%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1799873.10    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7983797.53    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    134859256 | PA      | $152618769.70  | 0.13%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $14929871.56   | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4974343.14    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23349518.74   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5680554.27    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |      5300000 | PA      | $5669421.21    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2319742.78    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4762282.65    | 0.00%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $14491624.84   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    249763340 | PA      | $270387122.54  | 0.23%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10330231.10   | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5902860.54    | 0.01%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     12000000 | PA      | $13395922.51   | 0.01%             | 2030-09-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     63446839 | PA      | $59224471.35   | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10520179.62   | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      9500000 | PA      | $10733526.12   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2746959.34    | 0.00%             | 2028-09-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14019648.77   | 0.01%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     13500000 | PA      | $16348227.91   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $7066427.09    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3057400.57    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3596452.34    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $9272968.62    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5875273.31    | 0.00%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1868002.55    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5910912.36    | 0.01%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     42000000 | PA      | $49358314.55   | 0.04%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4895483.44    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10770841.26   | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12994754.49   | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     21700000 | PA      | $25453434.29   | 0.02%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14384392.34   | 0.01%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11756470.04   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     17000000 | PA      | $20577744.79   | 0.02%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1825603.11    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5974187.92    | 0.01%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4148262.59    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $7422974.52    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2258286.73    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5850741.69    | 0.00%             | 2030-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $11149407.37   | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5796190.99    | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $5946438.48    | 0.01%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5767044.03    | 0.00%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      7500000 | PA      | $8686646.10    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13346652.46   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3604968.41    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2695061.70    | 0.00%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10939091.57   | 0.01%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1819306.77    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $8971931.13    | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      6000000 | PA      | $6934928.17    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                     | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3624343.63    | 0.00%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    121133000 | PA      | $109119885.58  | 0.09%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5854211.58    | 0.00%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5202642.71    | 0.00%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11879792.45   | 0.01%             | 2029-02-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10540718.02   | 0.01%             | 2029-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10211281.82   | 0.01%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11752848.15   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $7614171.35    | 0.01%             | 2030-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     17800000 | PA      | $21713558.68   | 0.02%             | 2079-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12009581.68   | 0.01%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1161301.91    | 0.00%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     10300000 | PA      | $10496406.98   | 0.01%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    222262135 | PA      | $254267467.16  | 0.22%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14360148.49   | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11748153.56   | 0.01%             | 2029-02-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    390552000 | PA      | $456735947.22  | 0.39%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5865632.96    | 0.00%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8154490.68    | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6350883.77    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $14693053.93   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6049485.77    | 0.01%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8294683.25    | 0.01%             | 2029-05-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $5547255.71    | 0.00%             | 2029-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     11100000 | PA      | $12801290.09   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5595261.04    | 0.00%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5941105.09    | 0.01%             | 2027-06-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3817252.06    | 0.00%             | 2033-06-02      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4819804.16    | 0.00%             | 2028-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14401167.55   | 0.01%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4965544.95    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1171718.45    | 0.00%             | 2031-06-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6122927.48    | 0.01%             | 2034-06-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2828986.15    | 0.00%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11789542.31   | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11560306.23   | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                           | SAGESS                         | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5909706.44    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     11900000 | PA      | $13827296.29   | 0.01%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1214579.19    | 0.00%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6023309.27    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6331672.91    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10522793.92   | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     23200000 | PA      | $27206884.35   | 0.02%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4716363.85    | 0.00%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5796848.87    | 0.00%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2454340.73    | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7237730.49    | 0.01%             | 2032-09-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     17000000 | PA      | $20716782.60   | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6079501.27    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     12800000 | PA      | $14895254.25   | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6715199.17    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4494129.31    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    226069644 | PA      | $265891526.71  | 0.23%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10905352.78   | 0.01%             | 2031-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $18466854.96   | 0.02%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $594139.32     | 0.00%             | 2029-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     26000000 | PA      | $31942933.87   | 0.03%             | 2032-11-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                     | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3797677.27    | 0.00%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12123491.42   | 0.01%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6199119.06    | 0.01%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12031239.03   | 0.01%             | 2030-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12111058.95   | 0.01%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12287214.38   | 0.01%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $9916067.94    | 0.01%             | 2032-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8366943.92    | 0.01%             | 2034-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2307061.37    | 0.00%             | 2032-06-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11301054.05   | 0.01%             | 2035-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7095634.84    | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5961050.09    | 0.01%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5946908.20    | 0.01%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     15400000 | PA      | $17948421.36   | 0.02%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11699767.50   | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13138030.94   | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     14500000 | PA      | $16366944.16   | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     87308000 | PA      | $102109268.90  | 0.09%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4510218.94    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2271647.33    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $9555673.58    | 0.01%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2691637.84    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5891970.24    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5746252.24    | 0.00%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54438000 | PA      | $51496573.24   | 0.04%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2755860.91    | 0.00%             | 2034-01-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     20400000 | PA      | $23708770.47   | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $9099651.09    | 0.01%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     70000000 | PA      | $82075672.24   | 0.07%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11301374.46   | 0.01%             | 2036-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7241066.94    | 0.01%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5893919.67    | 0.00%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $14592326.91   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                        | PLUXEE NV                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5784121.22    | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6762444.40    | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    115019455 | PA      | $108206313.64  | 0.09%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9476594.96    | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5657762.58    | 0.00%             | 2044-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2794030.05    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Orano SA                                                                         | ORANO SA                       | CUSIP: N/A<br>LEI: 969500161UMNDC85C891       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5972057.16    | 0.01%             | 2031-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5858213.14    | 0.00%             | 2079-12-31      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11576111.77   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8293456.67    | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8327357.30    | 0.01%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10372351.51   | 0.01%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     11700000 | PA      | $13372762.90   | 0.01%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    280053709 | PA      | $325921693.47  | 0.28%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     20900000 | PA      | $24121979.59   | 0.02%             | 2032-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2132459.07    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5423793.05    | 0.00%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      9200000 | PA      | $10793224.61   | 0.01%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5840384.23    | 0.00%             | 2030-11-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8006973.12    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8417522.94    | 0.01%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4528854.06    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                                | BUREAU VERITAS                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2268485.75    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3508439.83    | 0.00%             | 2033-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8083848.47    | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11636641.58   | 0.01%             | 2034-10-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    214846572 | PA      | $241442680.56  | 0.20%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6037729.32    | 0.01%             | 2079-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3478155.80    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8399438.88    | 0.01%             | 2036-06-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2328451.50    | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5247103.14    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2900370.05    | 0.00%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3337159.13    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     27500000 | PA      | $31478122.88   | 0.03%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITM Entreprises SAS                                                              | ITM ENTREPRISES                | CUSIP: N/A<br>LEI: 969500LMMR83QL6TLK43       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3091727.76    | 0.00%             | 2029-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23617756.38   | 0.02%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5658309.50    | 0.00%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $10898487.25   | 0.01%             | 2034-11-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8107361.37    | 0.01%             | 2032-10-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7887697.33    | 0.01%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5595278.06    | 0.00%             | 2035-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5138922.57    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5893652.67    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1736335.78    | 0.00%             | 2032-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     30000000 | PA      | $34309004.36   | 0.03%             | 2031-10-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      4000000 | PA      | $4379252.69    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cofiroute SA                                                                     | COFIROUTE SA                   | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5662735.92    | 0.00%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3506315.29    | 0.00%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3736550.83    | 0.00%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     25300000 | PA      | $29324139.03   | 0.02%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11754249.49   | 0.01%             | 2030-11-13      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5885403.08    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11518504.35   | 0.01%             | 2033-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     26900000 | PA      | $31120816.90   | 0.03%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      8000000 | PA      | $9325571.60    | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5771458.72    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11624633.97   | 0.01%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12730716.17   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5306592.37    | 0.00%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    288627412 | PA      | $316774481.42  | 0.27%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |     17000000 | PA      | $18533063.24   | 0.02%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    221000000 | PA      | $250691615.33  | 0.21%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    130571200 | PA      | $134422304.33  | 0.11%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    290000000 | PA      | $336948834.74  | 0.29%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Accor SA                                                                         | ACCOR                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $10632054.07   | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5180420.59    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5781897.74    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13218540.05   | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11789564.61   | 0.01%             | 2035-03-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6897701.88    | 0.01%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    407800000 | PA      | $469980283.08  | 0.40%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     20400000 | PA      | $22954279.12   | 0.02%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10317892.64   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9346010.00    | 0.01%             | 2030-05-14      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5832222.67    | 0.00%             | 2036-05-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     13700000 | PA      | $15883325.70   | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Travailleur Mutualiste SAM                                    | MUTUELLE ASR TRV               | CUSIP: N/A<br>LEI: 969500TGV20DWSIW1W82       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2152423.90    | 0.00%             | 2036-02-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5800000 | PA      | $6609755.54    | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $9574359.26    | 0.01%             | 2035-10-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5723026.89    | 0.00%             | 2034-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11498865.67   | 0.01%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7473442.60    | 0.01%             | 2030-06-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5657740.87    | 0.00%             | 2035-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $18942188.28   | 0.02%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11426754.28   | 0.01%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8425643.42    | 0.01%             | 2034-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11537976.37   | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Malakoff Humanis Prevoyance                                                      | MALAKOFF HUMANIS               | CUSIP: N/A<br>LEI: 969500UDOCU0ZBDSQN62       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3552893.93    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      4300000 | PA      | $4905646.64    | 0.00%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5599511.41    | 0.00%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5747928.80    | 0.00%             | 2033-08-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9254402.42    | 0.01%             | 2033-09-02      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    117943255 | PA      | $136204946.58  | 0.12%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5731704.86    | 0.00%             | 2033-09-17      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1118381.35    | 0.00%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9075799.23    | 0.01%             | 2031-09-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8060159.76    | 0.01%             | 2033-10-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11522582.78   | 0.01%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11439676.17   | 0.01%             | 2033-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10260057.88   | 0.01%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2743872.79    | 0.00%             | 2031-11-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5761166.98    | 0.00%             | 2032-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3336793.92    | 0.00%             | 2045-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9259647.22    | 0.01%             | 2032-03-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3434370.33    | 0.00%             | 2036-12-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11532784.14   | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11660880.96   | 0.01%             | 2036-01-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4611986.01    | 0.00%             | 2032-02-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11508480.21   | 0.01%             | 2033-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11511277.01   | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |     15200000 | PA      | $17474986.22   | 0.01%             | 2036-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      6000000 | PA      | $7937207.66    | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     15000000 | PA      | $17359766.47   | 0.01%             | 2033-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5769768.08    | 0.00%             | 2031-12-19      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9165152.46    | 0.01%             | 2037-02-04      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     66000000 | PA      | $75592081.39   | 0.06%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |     13700000 | PA      | $15617710.26   | 0.01%             | 2046-02-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     90063683 | PA      | $103597859.02  | 0.09%             | 2057-05-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     31000000 | PA      | $35754457.81   | 0.03%             | 2029-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11392376.91   | 0.01%             | 2039-02-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    184036736 | PA      | $215322158.18  | 0.18%             | 2037-06-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          335 | NC      | $-3132903.36   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     98346395 | PA      | $131138898.09  | 0.11%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     70174911 | PA      | $89465021.36   | 0.08%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59701537 | PA      | $77294508.54   | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     79510474 | PA      | $85629766.97   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     79111000 | PA      | $89381341.81   | 0.08%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     11150000 | PA      | $15131600.34   | 0.01%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     76190000 | PA      | $92211579.59   | 0.08%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     64441000 | PA      | $88742056.95   | 0.08%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     53888000 | PA      | $59734660.54   | 0.05%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25889000 | PA      | $31586933.96   | 0.03%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     44109000 | PA      | $58382799.62   | 0.05%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     48637318 | PA      | $49540447.56   | 0.04%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25406388 | PA      | $30516201.11   | 0.03%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     53581502 | PA      | $53574779.61   | 0.05%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68115866 | PA      | $68298842.66   | 0.06%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68734000 | PA      | $61667591.96   | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     92515000 | PA      | $53681181.39   | 0.05%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     85600000 | PA      | $56849372.90   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     65836000 | PA      | $32529204.34   | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     56486000 | PA      | $38508625.22   | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     50592000 | PA      | $29426039.13   | 0.02%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     99525000 | PA      | $76433418.84   | 0.06%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: BH2956143<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     44525000 | PA      | $50678278.68   | 0.04%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     31639000 | PA      | $12050291.11   | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    124643618 | PA      | $68729272.08   | 0.06%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     69837000 | PA      | $85598674.24   | 0.07%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    148949000 | PA      | $125152779.39  | 0.11%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    193000000 | PA      | $200163718.87  | 0.17%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     70000000 | PA      | $77921863.03   | 0.07%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     73769443 | PA      | $42058778.28   | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     90029000 | PA      | $28025593.32   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     58908623 | PA      | $26818101.21   | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     78331000 | PA      | $78779653.93   | 0.07%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    195316020 | PA      | $265852842.55  | 0.23%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     98948000 | PA      | $91520945.39   | 0.08%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    170000000 | PA      | $211404560.42  | 0.18%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     74660000 | PA      | $76785601.72   | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59579000 | PA      | $35304738.18   | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    129524329 | PA      | $127928683.12  | 0.11%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    115100000 | PA      | $154243184.33  | 0.13%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    122580000 | PA      | $151266384.47  | 0.13%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    233520000 | PA      | $257705045.58  | 0.22%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    166289000 | PA      | $219591384.66  | 0.19%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    301747000 | PA      | $356761569.50  | 0.30%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    312503000 | PA      | $420425946.71  | 0.36%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     52279222 | PA      | $67905657.73   | 0.06%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    201012000 | PA      | $246760570.67  | 0.21%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    320361000 | PA      | $435121878.05  | 0.37%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    332597000 | PA      | $450637482.86  | 0.38%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    130408000 | PA      | $171423943.98  | 0.15%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     33048000 | PA      | $43994696.64   | 0.04%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    291000000 | PA      | $388247090.38  | 0.33%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    124400000 | PA      | $162909206.64  | 0.14%             | 2033-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     36836800 | PA      | $49189027.08   | 0.04%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     10800000 | PA      | $14060509.87   | 0.01%             | 2037-03-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     39745000 | PA      | $53156036.63   | 0.05%             | 2036-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68527161 | PA      | $47295666.61   | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     74537782 | PA      | $71807552.72   | 0.06%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     43342000 | PA      | $51968637.11   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      9716000 | PA      | $10723565.63   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     24018000 | PA      | $29572200.73   | 0.03%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     19568000 | PA      | $22613042.83   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    118125000 | PA      | $137570235.82  | 0.12%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     36242000 | PA      | $41037910.23   | 0.03%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     22178178 | PA      | $26754908.63   | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     25034000 | PA      | $17977668.19   | 0.02%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     36056000 | PA      | $39982169.06   | 0.03%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     40250000 | PA      | $5066460.34    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     28250000 | PA      | $3465949.85    | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |      3000000 | PA      | $378113.49     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     61150000 | PA      | $7715768.42    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     94000000 | PA      | $11333712.91   | 0.01%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     10000000 | PA      | $1254451.45    | 0.00%             | 2042-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      5000000 | PA      | $5907944.20    | 0.01%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      5000000 | PA      | $6114407.37    | 0.01%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | HK GOVT INFRA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     30000000 | PA      | $3864977.47    | 0.00%             | 2030-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | HK GOVT INFRA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     10000000 | PA      | $1300223.81    | 0.00%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2390670000 | PA      | $7842628.36    | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    484810000 | PA      | $1372239.10    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  10167150000 | PA      | $31465861.11   | 0.03%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   6731000000 | PA      | $16029365.32   | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  11004490000 | PA      | $31652966.69   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   3970350000 | PA      | $9038413.08    | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2058080000 | PA      | $5925486.36    | 0.01%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   9230490000 | PA      | $23585102.31   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  15525090000 | PA      | $48805937.19   | 0.04%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   5500000000 | PA      | $16578877.14   | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   6461110000 | PA      | $22288547.03   | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  10895350000 | PA      | $36373954.66   | 0.03%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: BRS3UTCV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  66511000000 | PA      | $4726962.90    | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  81900000000 | PA      | $5906920.40    | 0.01%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 761037000000 | PA      | $44253211.21   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 736413000000 | PA      | $42369677.24   | 0.04%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 928627000000 | PA      | $52939904.05   | 0.04%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 472741000000 | PA      | $29793795.55   | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  25516000000 | PA      | $1570244.32    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 398139000000 | PA      | $25478405.04   | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 143138000000 | PA      | $8968466.44    | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 286121000000 | PA      | $17108956.44   | 0.01%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 435166000000 | PA      | $26336067.83   | 0.02%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 388193000000 | PA      | $23629397.61   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 629199000000 | PA      | $38075423.16   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 316832000000 | PA      | $20535564.00   | 0.02%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 549847000000 | PA      | $33051611.29   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 750587000000 | PA      | $43788707.90   | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 598682000000 | PA      | $36260117.80   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 646998000000 | PA      | $36992475.08   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 332981000000 | PA      | $19204099.20   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 726872000000 | PA      | $41180464.96   | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 530449000000 | PA      | $31339794.15   | 0.03%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 670000000000 | PA      | $38715495.21   | 0.03%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 867143000000 | PA      | $50668062.19   | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 570000000000 | PA      | $33633737.44   | 0.03%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 220000000000 | PA      | $12901016.06   | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 604639000000 | PA      | $34422702.56   | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 800000000000 | PA      | $46659225.88   | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 780000000000 | PA      | $44551986.83   | 0.04%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 710000000000 | PA      | $40488888.22   | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 700000000000 | PA      | $40198929.52   | 0.03%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 740000000000 | PA      | $43672346.16   | 0.04%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 910000000000 | PA      | $54367416.41   | 0.05%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 990000000000 | PA      | $55773048.35   | 0.05%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 700000000000 | PA      | $38886896.59   | 0.03%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      5505000 | PA      | $5976454.25    | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     66186486 | PA      | $74710851.87   | 0.06%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     19848000 | PA      | $22932777.95   | 0.02%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     32172000 | PA      | $36461851.73   | 0.03%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     10453000 | PA      | $10965855.71   | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     25620000 | PA      | $28659157.44   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     58911232 | PA      | $45314714.94   | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     11459000 | PA      | $10534439.86   | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     61450000 | PA      | $70400043.72   | 0.06%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     68768000 | PA      | $71996115.33   | 0.06%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     32683000 | PA      | $32528684.19   | 0.03%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     54640432 | PA      | $54946364.50   | 0.05%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     55778061 | PA      | $42904695.74   | 0.04%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     13159301 | PA      | $12052829.53   | 0.01%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP Future   Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          231 | NC      | $70329.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     93676000 | PA      | $36454653.76   | 0.03%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     92480640 | PA      | $28694319.79   | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    116708000 | PA      | $38236062.82   | 0.03%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    150127000 | PA      | $45851487.60   | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     93549550 | PA      | $24536646.62   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    166100000 | PA      | $48774493.74   | 0.04%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    162160000 | PA      | $40443663.95   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    161830211 | PA      | $54867987.48   | 0.05%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    195968844 | PA      | $66572805.19   | 0.06%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     40630000 | PA      | $13790437.43   | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    100000000 | PA      | $34170431.69   | 0.03%             | 2028-07-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     84000000 | PA      | $28812035.62   | 0.02%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     90592000 | PA      | $30636688.53   | 0.03%             | 2031-07-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     45150000 | PA      | $55853761.69   | 0.05%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    100845000 | PA      | $134659723.00  | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     19080000 | PA      | $24559949.56   | 0.02%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      8594000 | PA      | $10216987.79   | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     43271000 | PA      | $55670192.22   | 0.05%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      5459000 | PA      | $6770505.97    | 0.01%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     52219000 | PA      | $62328106.59   | 0.05%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50172000 | PA      | $50004668.33   | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53714000 | PA      | $57544743.36   | 0.05%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     44750000 | PA      | $40523413.00   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: JK8403186<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     20000000 | PA      | $20338328.00   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     43717000 | PA      | $35352117.78   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     35354000 | PA      | $38714875.40   | 0.03%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     66690000 | PA      | $67881546.14   | 0.06%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      7017000 | PA      | $8033419.63    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2361656.04    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      5957000 | PA      | $6275358.31    | 0.01%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    102843000 | PA      | $110572456.35  | 0.09%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     69175000 | PA      | $76189965.26   | 0.06%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2799716.39    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     79209000 | PA      | $65321592.74   | 0.06%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      8600000 | PA      | $9276260.99    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     73981000 | PA      | $70200457.79   | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     65523000 | PA      | $70401833.22   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     83599000 | PA      | $91866710.26   | 0.08%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     93475000 | PA      | $107161331.28  | 0.09%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     58187000 | PA      | $50297841.95   | 0.04%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    113029000 | PA      | $118949231.87  | 0.10%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60444000 | PA      | $41293760.42   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     59952000 | PA      | $52197888.65   | 0.04%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    125426000 | PA      | $140543398.11  | 0.12%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     28621000 | PA      | $29361678.80   | 0.02%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     47279000 | PA      | $35256740.18   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53889000 | PA      | $60178199.34   | 0.05%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $72497518.32   | 0.06%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     84388000 | PA      | $86105694.44   | 0.07%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     15000000 | PA      | $11287131.05   | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53237000 | PA      | $61638599.27   | 0.05%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60997000 | PA      | $67803520.76   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    221952000 | PA      | $259374735.34  | 0.22%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    114729000 | PA      | $125403752.31  | 0.11%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    126036000 | PA      | $147685007.56  | 0.13%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     38449000 | PA      | $47697133.34   | 0.04%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    100000000 | PA      | $120651457.73  | 0.10%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    175391000 | PA      | $208105246.25  | 0.18%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     96201000 | PA      | $114864181.20  | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     54152000 | PA      | $63212850.26   | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     68242000 | PA      | $81894548.77   | 0.07%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    104045000 | PA      | $128467219.89  | 0.11%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     88875000 | PA      | $106445524.80  | 0.09%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     12500000 | PA      | $14884848.83   | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     17100000 | PA      | $20335004.20   | 0.02%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7145663.31    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7134512.46    | 0.01%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     25000000 | PA      | $29928970.72   | 0.03%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    107000000 | PA      | $130732180.89  | 0.11%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60000000 | PA      | $72899799.66   | 0.06%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    280000000 | PA      | $338876263.29  | 0.29%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $12152826.79   | 0.01%             | 2030-02-14      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |     23300000 | PA      | $27812640.41   | 0.02%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     95581000 | PA      | $113700145.29  | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      6947000 | PA      | $8475946.12    | 0.01%             | 2034-04-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $12134913.38   | 0.01%             | 2030-01-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6011670.77    | 0.01%             | 2031-01-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    115518000 | PA      | $136322880.70  | 0.12%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      5000000 | PA      | $5931227.65    | 0.01%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    237000000 | PA      | $281314482.49  | 0.24%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     79105000 | PA      | $94170771.06   | 0.08%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     25000000 | PA      | $29573698.16   | 0.03%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     27000000 | PA      | $32023441.89   | 0.03%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11645327.76   | 0.01%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |     12054000 | PA      | $14109926.65   | 0.01%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     15000000 | PA      | $17786241.42   | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    198663000 | PA      | $235524225.15  | 0.20%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                                                | UNIPOL ASSICURAZ               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      4400000 | PA      | $5342441.21    | 0.00%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     61623000 | PA      | $73086346.32   | 0.06%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11732598.00   | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11826432.47   | 0.01%             | 2028-06-11      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11837138.50   | 0.01%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    203646000 | PA      | $241069346.12  | 0.20%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      5000000 | PA      | $5964892.62    | 0.01%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    125575000 | PA      | $148976916.26  | 0.13%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    152735000 | PA      | $179250035.35  | 0.15%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11575082.48   | 0.01%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8271082.45    | 0.01%             | 2030-09-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8259012.98    | 0.01%             | 2032-09-16      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    177589000 | PA      | $200298026.92  | 0.17%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    150382000 | PA      | $175207367.94  | 0.15%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    137700000 | PA      | $161420294.57  | 0.14%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11564049.00   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    164013000 | PA      | $190874066.93  | 0.16%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     67272000 | PA      | $76095169.73   | 0.06%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      2300000 | PA      | $2666208.20    | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    230127000 | PA      | $260919625.71  | 0.22%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    135000000 | PA      | $157470630.00  | 0.13%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    105000000 | PA      | $122320909.27  | 0.10%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    158000000 | PA      | $182816171.01  | 0.15%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11495477.34   | 0.01%             | 2030-08-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $80667708.09   | 0.07%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11509815.82   | 0.01%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5863735.16    | 0.00%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    113493000 | PA      | $132103913.66  | 0.11%             | 2027-08-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     32607000 | PA      | $37709248.12   | 0.03%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    141978000 | PA      | $164819474.32  | 0.14%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     93305000 | PA      | $110708942.84  | 0.09%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50000000 | PA      | $57789295.85   | 0.05%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     21931000 | PA      | $24989278.04   | 0.02%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     74377000 | PA      | $85593882.25   | 0.07%             | 2033-03-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50000000 | PA      | $58097754.46   | 0.05%             | 2028-02-28      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    105940000 | PA      | $120281115.10  | 0.10%             | 2041-10-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |     42400000 | PA      | $48350674.04   | 0.04%             | 2034-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     24859000 | PA      | $29032402.47   | 0.02%             | 2036-07-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11000000000 | PA      | $70164485.96   | 0.06%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63634575.71   | 0.05%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63665855.45   | 0.05%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63553581.81   | 0.05%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63664245.79   | 0.05%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15000000000 | PA      | $95436255.63   | 0.08%             | 2027-09-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12000000000 | PA      | $76412432.69   | 0.06%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15000000000 | PA      | $95454987.07   | 0.08%             | 2027-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63602478.36   | 0.05%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12000000000 | PA      | $76398704.61   | 0.06%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12000000000 | PA      | $76623144.58   | 0.06%             | 2028-02-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14000000000 | PA      | $89360330.87   | 0.08%             | 2028-03-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31951007.63   | 0.03%             | 2028-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8482000000 | PA      | $53511339.99   | 0.05%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6850000000 | PA      | $43104839.74   | 0.04%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31384880.71   | 0.03%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5600000000 | PA      | $35013093.67   | 0.03%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7418550000 | PA      | $46296812.85   | 0.04%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2226400000 | PA      | $13840101.92   | 0.01%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4117200000 | PA      | $25639545.77   | 0.02%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7488124.94    | 0.01%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18653917.79   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4500000000 | PA      | $28044524.29   | 0.02%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5500000000 | PA      | $33972947.21   | 0.03%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18579003.55   | 0.02%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6110000000 | PA      | $37941084.21   | 0.03%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6000000000 | PA      | $37112848.52   | 0.03%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8500000000 | PA      | $52888655.42   | 0.04%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31018089.49   | 0.03%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $61988036.15   | 0.05%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6500000000 | PA      | $40050865.51   | 0.03%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4000000000 | PA      | $24714067.26   | 0.02%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6000000000 | PA      | $37073979.11   | 0.03%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  18000000000 | PA      | $111493992.53  | 0.09%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8650000000 | PA      | $53761743.22   | 0.05%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5650000000 | PA      | $35241358.47   | 0.03%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31298786.37   | 0.03%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  24000000000 | PA      | $149197539.52  | 0.13%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $124044265.59  | 0.11%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15000000000 | PA      | $93337079.62   | 0.08%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $125123387.95  | 0.11%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16000000000 | PA      | $100524058.64  | 0.09%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  30205000000 | PA      | $191327813.86  | 0.16%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12719057.20   | 0.01%             | 2031-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5347850000 | PA      | $33776010.16   | 0.03%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7584000000 | PA      | $47722981.85   | 0.04%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5264400000 | PA      | $32989779.32   | 0.03%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6412050000 | PA      | $40015087.03   | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5095250000 | PA      | $31673402.53   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6030450000 | PA      | $37332647.55   | 0.03%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2828750000 | PA      | $17429138.36   | 0.01%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3564400000 | PA      | $21860817.76   | 0.02%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5856400000 | PA      | $35741700.29   | 0.03%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5603400000 | PA      | $34011272.54   | 0.03%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5851550000 | PA      | $35321597.40   | 0.03%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5053050000 | PA      | $30162181.72   | 0.03%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4906850000 | PA      | $29119690.43   | 0.02%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6308400000 | PA      | $37223363.86   | 0.03%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7480300000 | PA      | $43862973.15   | 0.04%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $17485426.85   | 0.01%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1677250000 | PA      | $9711553.37    | 0.01%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2544700000 | PA      | $14646666.11   | 0.01%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5753488.55    | 0.00%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $11427937.79   | 0.01%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6500000000 | PA      | $36914959.60   | 0.03%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3500000000 | PA      | $20164216.41   | 0.02%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9007450000 | PA      | $51600304.01   | 0.04%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11355600000 | PA      | $64173599.70   | 0.05%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15960050000 | PA      | $92362819.20   | 0.08%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  19050000000 | PA      | $107915490.85  | 0.09%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $114436945.48  | 0.10%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  25276250000 | PA      | $147357332.66  | 0.12%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  29000000000 | PA      | $165402825.84  | 0.14%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  25600000000 | PA      | $149061676.22  | 0.13%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  23173000000 | PA      | $136579727.40  | 0.12%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  29000000000 | PA      | $171681870.91  | 0.15%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  26500000000 | PA      | $158994938.84  | 0.13%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  26420000000 | PA      | $163551469.66  | 0.14%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6327463.19    | 0.01%             | 2036-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1010200000 | PA      | $6539390.37    | 0.01%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6458808.73    | 0.01%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1007650000 | PA      | $6525056.22    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2988300000 | PA      | $19341299.56   | 0.02%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3824050000 | PA      | $24814580.56   | 0.02%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2997600000 | PA      | $19521947.79   | 0.02%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1282800000 | PA      | $8366149.48    | 0.01%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: EH4829006<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    760000000 | PA      | $4946361.37    | 0.00%             | 2028-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3139100000 | PA      | $20361296.79   | 0.02%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    614850000 | PA      | $3997198.15    | 0.00%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    307400000 | PA      | $1994989.77    | 0.00%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1709800000 | PA      | $11039395.15   | 0.01%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2126500000 | PA      | $13727131.72   | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2312500000 | PA      | $15007848.04   | 0.01%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2833600000 | PA      | $18389844.09   | 0.02%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3705350000 | PA      | $24042373.71   | 0.02%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3843100000 | PA      | $24920589.38   | 0.02%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2941200000 | PA      | $19139204.04   | 0.02%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3228150000 | PA      | $20999134.82   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6340950000 | PA      | $41106816.85   | 0.03%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2562050000 | PA      | $16530687.65   | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     20450000 | PA      | $130914.79     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    292050000 | PA      | $1854542.78    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2239250000 | PA      | $14372449.23   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    717350000 | PA      | $4584942.61    | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5436400000 | PA      | $35149153.50   | 0.03%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2837200000 | PA      | $18263907.53   | 0.02%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4556200000 | PA      | $29561273.43   | 0.03%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6241250000 | PA      | $40127918.64   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3074450000 | PA      | $19679011.36   | 0.02%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5348850000 | PA      | $34173727.66   | 0.03%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3185250000 | PA      | $20256924.49   | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6581550000 | PA      | $41766544.47   | 0.04%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7040350000 | PA      | $44465830.67   | 0.04%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4833200000 | PA      | $30456776.18   | 0.03%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8444650000 | PA      | $53486694.02   | 0.05%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5379000000 | PA      | $33982687.60   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2639700000 | PA      | $16587186.53   | 0.01%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3586150000 | PA      | $22411193.79   | 0.02%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18805716.20   | 0.02%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2228150000 | PA      | $13804752.36   | 0.01%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3792600000 | PA      | $23636302.99   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8517100000 | PA      | $53247486.01   | 0.05%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6254400000 | PA      | $39003761.55   | 0.03%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4074450000 | PA      | $25574897.52   | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5101150000 | PA      | $31511043.85   | 0.03%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6311250000 | PA      | $38737400.73   | 0.03%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4138450000 | PA      | $25652273.06   | 0.02%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7838600000 | PA      | $48419591.22   | 0.04%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7503300000 | PA      | $45873318.05   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5500000000 | PA      | $33265056.05   | 0.03%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8276150000 | PA      | $49817348.04   | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11128950000 | PA      | $66188928.08   | 0.06%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9566650000 | PA      | $55707588.92   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10380300000 | PA      | $60150442.05   | 0.05%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7640850000 | PA      | $44446739.77   | 0.04%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9898000000 | PA      | $56770737.53   | 0.05%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9160050000 | PA      | $51249220.32   | 0.04%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9584800000 | PA      | $50098244.43   | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9397900000 | PA      | $47650795.69   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13247850000 | PA      | $68870778.79   | 0.06%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13445400000 | PA      | $70031317.70   | 0.06%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10055500000 | PA      | $52626782.87   | 0.04%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9009250000 | PA      | $46230967.38   | 0.04%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13083150000 | PA      | $66591215.31   | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10556950000 | PA      | $53291325.81   | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11475050000 | PA      | $56717048.08   | 0.05%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12818600000 | PA      | $62725641.73   | 0.05%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13771800000 | PA      | $68741052.76   | 0.06%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11990450000 | PA      | $57764282.96   | 0.05%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13165900000 | PA      | $61939430.89   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13702400000 | PA      | $62954044.69   | 0.05%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13042900000 | PA      | $59324262.88   | 0.05%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13287400000 | PA      | $59889741.97   | 0.05%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14128200000 | PA      | $64108718.82   | 0.05%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16434450000 | PA      | $73898779.09   | 0.06%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16426800000 | PA      | $73201862.58   | 0.06%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  19647250000 | PA      | $88207650.05   | 0.07%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12665650000 | PA      | $56350407.63   | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15576750000 | PA      | $67624715.69   | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15702750000 | PA      | $68658585.54   | 0.06%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16086400000 | PA      | $69754126.04   | 0.06%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15733450000 | PA      | $71349374.23   | 0.06%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15414000000 | PA      | $70631082.23   | 0.06%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14240000000 | PA      | $67061217.74   | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11462600000 | PA      | $56408680.63   | 0.05%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11270000000 | PA      | $52322034.12   | 0.04%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13418150000 | PA      | $61914646.46   | 0.05%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11146350000 | PA      | $54818148.72   | 0.05%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12000000000 | PA      | $56652310.05   | 0.05%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11000000000 | PA      | $54452954.55   | 0.05%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13583450000 | PA      | $70416229.98   | 0.06%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $53155908.79   | 0.05%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11000000000 | PA      | $57473245.19   | 0.05%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13000000000 | PA      | $72203281.27   | 0.06%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $56303011.72   | 0.05%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7700000000 | PA      | $44608637.16   | 0.04%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9000000000 | PA      | $56088238.00   | 0.05%             | 2045-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1383450000 | PA      | $9177841.15    | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     87100000 | PA      | $568544.05     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $5024333.17    | 0.00%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4781015.23    | 0.00%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1294250000 | PA      | $8022437.00    | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    256200000 | PA      | $1612254.96    | 0.00%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1895900000 | PA      | $12246367.17   | 0.01%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1031450000 | PA      | $6696133.47    | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1004950000 | PA      | $6513881.06    | 0.01%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1178550000 | PA      | $7565617.99    | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1281000000 | PA      | $8143556.46    | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1834450000 | PA      | $11627569.14   | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3293052.15    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1286150000 | PA      | $8106736.00    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1131400000 | PA      | $7235263.79    | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2242950000 | PA      | $14308482.29   | 0.01%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    307400000 | PA      | $1954820.92    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    414050000 | PA      | $2575066.49    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1851850000 | PA      | $11586021.96   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1688650000 | PA      | $10599982.50   | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3134700000 | PA      | $19557500.52   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3572400000 | PA      | $21888471.65   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6049950000 | PA      | $36375647.54   | 0.03%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6374850000 | PA      | $37567926.99   | 0.03%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7126850000 | PA      | $42167525.87   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9706700000 | PA      | $54838455.97   | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8798700000 | PA      | $50622781.33   | 0.04%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10308600000 | PA      | $57179197.67   | 0.05%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10454450000 | PA      | $57405471.43   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13001050000 | PA      | $69669434.30   | 0.06%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9454750000 | PA      | $49408401.91   | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6897750000 | PA      | $36445656.94   | 0.03%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5721800000 | PA      | $29585070.26   | 0.03%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5589800000 | PA      | $28310534.79   | 0.02%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5946700000 | PA      | $29955391.62   | 0.03%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4962200000 | PA      | $24869939.10   | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5165800000 | PA      | $25771196.36   | 0.02%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3486800000 | PA      | $16684102.47   | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6454900000 | PA      | $30721180.30   | 0.03%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3205100000 | PA      | $15459131.57   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3165500000 | PA      | $14623995.32   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4272150000 | PA      | $19615910.12   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6612650000 | PA      | $26534173.12   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6482000000 | PA      | $22813923.90   | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6827950000 | PA      | $25079247.23   | 0.02%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5607150000 | PA      | $20940838.35   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5638400000 | PA      | $21960439.82   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5615400000 | PA      | $21706294.54   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6227600000 | PA      | $23814234.20   | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6582550000 | PA      | $25037740.45   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5314200000 | PA      | $20044131.84   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7692400000 | PA      | $28026417.10   | 0.02%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4363500000 | PA      | $16613539.54   | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6966600000 | PA      | $24985861.86   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5526050000 | PA      | $18565452.49   | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5198550000 | PA      | $16770826.80   | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5998950000 | PA      | $19167238.23   | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9140250000 | PA      | $28911780.47   | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8862550000 | PA      | $27745020.74   | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10158350000 | PA      | $33554881.59   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9531000000 | PA      | $31176953.91   | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11075450000 | PA      | $37040753.23   | 0.03%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10903400000 | PA      | $36133807.01   | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10296800000 | PA      | $33855803.42   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11110300000 | PA      | $36204348.40   | 0.03%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12080100000 | PA      | $39071227.90   | 0.03%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11284000000 | PA      | $39781947.24   | 0.03%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10913400000 | PA      | $41730811.65   | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10755000000 | PA      | $42114781.49   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8884550000 | PA      | $36569671.54   | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10192950000 | PA      | $39620114.82   | 0.03%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11337000000 | PA      | $41428217.13   | 0.04%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9501000000 | PA      | $40795305.26   | 0.03%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10200000000 | PA      | $41413967.62   | 0.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10690000000 | PA      | $45627860.25   | 0.04%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10912350000 | PA      | $51265760.96   | 0.04%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $45733320.56   | 0.04%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12600000000 | PA      | $60400289.74   | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9400000000 | PA      | $46068045.73   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8100000000 | PA      | $43289032.48   | 0.04%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8430000000 | PA      | $48851423.26   | 0.04%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7000000000 | PA      | $42205495.19   | 0.04%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1209950000 | PA      | $6458879.34    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2632650000 | PA      | $13318726.94   | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1597800000 | PA      | $7947906.57    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4574950000 | PA      | $22286369.73   | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7967350000 | PA      | $36456558.95   | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4382450000 | PA      | $19356631.23   | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3676550000 | PA      | $15340321.80   | 0.01%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4776950000 | PA      | $18130330.85   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11266050000 | PA      | $29391484.07   | 0.02%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9075400000 | PA      | $28504854.33   | 0.02%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8918300000 | PA      | $26496832.98   | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11607450000 | PA      | $29597444.21   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16934450000 | PA      | $42459492.12   | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15787800000 | PA      | $42476972.28   | 0.04%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13732700000 | PA      | $41250511.54   | 0.03%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13979000000 | PA      | $46167300.51   | 0.04%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15065200000 | PA      | $65913663.74   | 0.06%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $58318672.03   | 0.05%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18582188.37   | 0.02%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12357133.28   | 0.01%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6202213.28    | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12668505.00   | 0.01%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $11398639.46   | 0.01%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5300000000 | PA      | $30787246.53   | 0.03%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18215042.64   | 0.02%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Saitama Prefecture                                                               | SAITAMA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3248474.98    | 0.00%             | 2029-06-22      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1294264.64    | 0.00%             | 2029-06-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    819900000 | PA      | $4972697.82    | 0.00%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    811700000 | PA      | $4770719.50    | 0.00%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     45000000 | PA      | $261942.80     | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    480000000 | PA      | $3057693.05    | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    440000000 | PA      | $2520746.80    | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1219200000 | PA      | $7191574.50    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kanagawa Prefecture                                                              | KANAGAWA PREFECT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $421553.51     | 0.00%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5946776.53    | 0.01%             | 2030-06-12      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $603297.24     | 0.00%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $591277.19     | 0.00%             | 2030-09-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1711849.77    | 0.00%             | 2033-09-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5066763.44    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $824591.82     | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    840000000 | PA      | $4363517.10    | 0.00%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1171994.89    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    850000000 | PA      | $5313829.93    | 0.00%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                               | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1551392.48    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    406100000 | PA      | $2551785.53    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    245400000 | PA      | $1531900.27    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2920700000 | PA      | $18136331.56   | 0.02%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    456000000 | PA      | $2829039.96    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    536000000 | PA      | $3321212.87    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     22800000 | PA      | $140985.83     | 0.00%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    267500000 | PA      | $1654470.11    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    698100000 | PA      | $4321748.46    | 0.00%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     93400000 | PA      | $577606.29     | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $617413.82     | 0.00%             | 2028-11-24      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    825000000 | PA      | $5063290.94    | 0.00%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    820000000 | PA      | $5022943.25    | 0.00%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1878900000 | PA      | $11455310.84   | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: AZ9764293<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6043911.09    | 0.01%             | 2029-08-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |     25600000 | PA      | $154370.95     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6018029.45    | 0.01%             | 2029-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   2372100000 | PA      | $14258812.72   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     15300000 | PA      | $91494.74      | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $11934009.13   | 0.01%             | 2030-04-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3047765.54    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    225500000 | PA      | $1334534.51    | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     75100000 | PA      | $444002.59     | 0.00%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1749400000 | PA      | $10310953.88   | 0.01%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    833200000 | PA      | $4899063.79    | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3520037.56    | 0.00%             | 2030-12-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2928740.38    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1368800000 | PA      | $8008199.13    | 0.01%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    375800000 | PA      | $2179332.98    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $6925920.48    | 0.01%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5750647.38    | 0.00%             | 2031-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1150359.68    | 0.00%             | 2031-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5710934.82    | 0.00%             | 2031-12-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $1883178.71    | 0.00%             | 2032-01-23      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3763200000 | PA      | $21486031.92   | 0.02%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    250000000 | PA      | $1424031.01    | 0.00%             | 2032-07-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    250000000 | PA      | $1415955.10    | 0.00%             | 2032-08-25      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5707346.94    | 0.00%             | 2032-10-25      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3448479.45    | 0.00%             | 2033-04-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1693543.16    | 0.00%             | 2033-07-25      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $571863.69     | 0.00%             | 2033-08-25      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2822326.98    | 0.00%             | 2034-03-24      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5646179.94    | 0.00%             | 2034-04-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2854868.58    | 0.00%             | 2034-05-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1100000000 | PA      | $6347230.11    | 0.01%             | 2035-01-25      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2968846.41    | 0.00%             | 2035-06-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2357133.53    | 0.00%             | 2035-08-24      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5944188.94    | 0.01%             | 2035-10-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3567606.02    | 0.00%             | 2035-11-22      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3027712.94    | 0.00%             | 2035-12-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2466179.68    | 0.00%             | 2036-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2488775.70    | 0.00%             | 2036-02-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3088431.54    | 0.00%             | 2036-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1300000000 | PA      | $8285107.47    | 0.01%             | 2036-04-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     90100000 | PA      | $526339.33     | 0.00%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3419149.95    | 0.00%             | 2033-11-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $11460208.87   | 0.01%             | 2034-11-24      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $630589.76     | 0.00%             | 2027-06-01      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2482218.26    | 0.00%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    600000000 | PA      | $3714635.24    | 0.00%             | 2029-06-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3065873.97    | 0.00%             | 2029-12-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1875000.67    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1143535.12    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $5990546.45    | 0.01%             | 2030-06-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   3100000000 | PA      | $18290409.89   | 0.02%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   1100000000 | PA      | $6223864.71    | 0.01%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1745685.73    | 0.00%             | 2034-03-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2510044.90    | 0.00%             | 2035-12-20      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    289000000 | PA      | $1827314.76    | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    125000000 | PA      | $789130.34     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    359000000 | PA      | $2248086.64    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: AS1404647<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2489703.94    | 0.00%             | 2028-04-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: ZS8442759<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1827966.85    | 0.00%             | 2029-06-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    327000000 | PA      | $1921993.65    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    187000000 | PA      | $1071828.98    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    191000000 | PA      | $1165887.40    | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $580845.96     | 0.00%             | 2031-04-25      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3154584.97    | 0.00%             | 2027-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1150458.82    | 0.00%             | 2033-04-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18958129.73   | 0.02%             | 2027-06-30      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12569196.77   | 0.01%             | 2028-06-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6337337.68    | 0.01%             | 2027-11-30      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    150000000 | PA      | $990888.19     | 0.00%             | 2034-03-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1937972.41    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    290000000 | PA      | $1877220.91    | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Japan Investment Corp                                                            | JAPAN INV CORP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $4998078.38    | 0.00%             | 2029-10-31      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $631272.78     | 0.00%             | 2027-06-08      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1139567.82    | 0.00%             | 2033-05-25      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                               | ENEOS HOLDINGS                 | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1737250.74    | 0.00%             | 2032-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: AX5181448<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $3269559.58    | 0.00%             | 2049-03-19      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    370000000 | PA      | $1117799.89    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                 | SUMITOMO ELECTRC               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1127936.12    | 0.00%             | 2033-07-13      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $624148.38     | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2298752.52    | 0.00%             | 2033-11-02      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Shinkin Central Bank                                                             | SHINKIN CENTRAL                | CUSIP: N/A<br>LEI: 549300V8G2QIKUZN3A81       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1852541.15    | 0.00%             | 2029-06-27      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3029496.98    | 0.00%             | 2029-10-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5139278.53    | 0.00%             | 2031-10-14      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $518536.23     | 0.00%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $647668.23     | 0.00%             | 2029-08-28      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    768600000 | PA      | $4847294.18    | 0.00%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AN7626491<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3781736.90    | 0.00%             | 2027-06-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    542400000 | PA      | $3415552.96    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $627432.08     | 0.00%             | 2027-09-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3214644.20    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1024800000 | PA      | $6418872.49    | 0.01%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2501384.18    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1024800000 | PA      | $6401379.11    | 0.01%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     22500000 | PA      | $140402.75     | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1177214.65    | 0.00%             | 2030-09-27      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5256179.94    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $4047298.46    | 0.00%             | 2031-05-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1141539.40    | 0.00%             | 2033-08-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5901521.51    | 0.01%             | 2030-08-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7039438.92    | 0.01%             | 2030-11-28      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $567850.02     | 0.00%             | 2033-06-28      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     30000000 | PA      | $194543.62     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6221235.99    | 0.01%             | 2028-09-27      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   1150000000 | PA      | $7434133.15    | 0.01%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     90000000 | PA      | $572259.27     | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6242197.95    | 0.01%             | 2028-07-28      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                                | CHUGOKU ELEC PWR               | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1701230.62    | 0.00%             | 2033-05-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                         | TDK CORP                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $595103.38     | 0.00%             | 2030-07-26      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1868881.29    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co Inc                                                     | TOHOKU EL PWR CO               | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3012061.26    | 0.00%             | 2029-10-25      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1710137.01    | 0.00%             | 2033-06-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $2916371.88    | 0.00%             | 2031-03-18      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $6284491.07    | 0.01%             | 2027-08-18      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3140003.51    | 0.00%             | 2027-12-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1254193.73    | 0.00%             | 2028-02-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2493365.27    | 0.00%             | 2028-05-18      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5594874.96    | 0.00%             | 2028-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3104389.51    | 0.00%             | 2028-09-14      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3088778.70    | 0.00%             | 2029-03-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2478001.47    | 0.00%             | 2029-05-29      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   1900000000 | PA      | $11746747.72   | 0.01%             | 2030-01-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   2000000000 | PA      | $12411874.42   | 0.01%             | 2030-07-17      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $6210460.86    | 0.01%             | 2028-07-27      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $630125.13     | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1257290.92    | 0.00%             | 2027-09-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3146498.04    | 0.00%             | 2027-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2488459.90    | 0.00%             | 2028-08-31      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $4950821.88    | 0.00%             | 2029-05-23      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3115790.94    | 0.00%             | 2028-05-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    270000000 | PA      | $1548312.50    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     70000000 | PA      | $391700.60     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $2145232.29    | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1216600000 | PA      | $7685999.40    | 0.01%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      5600000 | PA      | $35328.86      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    650400000 | PA      | $4098867.70    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3148176.36    | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    429700000 | PA      | $2702010.03    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1521300000 | PA      | $9539280.29    | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    614800000 | PA      | $3858401.62    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    307500000 | PA      | $1925282.34    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    379400000 | PA      | $2369337.07    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3098263.87    | 0.00%             | 2028-06-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6185757.72    | 0.01%             | 2028-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1181928.65    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $583467.09     | 0.00%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5621920.73    | 0.00%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1139228.64    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1679838.46    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $556908.56     | 0.00%             | 2055-03-19      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1800000000 | PA      | $9834943.37    | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $4926826.99    | 0.00%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $1933918.94    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1454701.16    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $966459.33     | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $587480.31     | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $288819.58     | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $642797.99     | 0.00%             | 2035-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    750000000 | PA      | $4875733.93    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $472630.19     | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1050000000 | PA      | $5581919.52    | 0.00%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1220000000 | PA      | $4846121.63    | 0.00%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $507676.34     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $503189.49     | 0.00%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $354118.42     | 0.00%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $346559.42     | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    640000000 | PA      | $4140509.95    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    620000000 | PA      | $4038407.26    | 0.00%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $4935771.45    | 0.00%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT0215786<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $482388.75     | 0.00%             | 2038-06-30      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $3867516.46    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1511194.47    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     40000000 | PA      | $258496.89     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $927608.32     | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $644911.25     | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $579236.95     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $164236.43     | 0.00%             | 2057-03-19      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $620601.13     | 0.00%             | 2028-05-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Finance Corp                                                               | JAPAN FIN CORP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1174241.38    | 0.00%             | 2031-02-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                    | DEV BANK JAPAN                 | CUSIP: ZS0207341<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $528601.45     | 0.00%             | 2059-03-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                                | JAPAN TOBACCO                  | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $620842.45     | 0.00%             | 2030-04-10      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Japan Highway Public Corp                                                        | JAPAN HIGHWAY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1289857.24    | 0.00%             | 2034-12-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                               | HIKARI TSUSHIN                 | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1131840.18    | 0.00%             | 2033-03-23      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                      | HITACHI LTD                    | CUSIP: ZP8217132<br>LEI: 549300T6IPOCDWLKC615 | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $597199.90     | 0.00%             | 2030-03-12      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2521167.64    | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |    670000000 | PA      | $4055674.27    | 0.00%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $600649.16     | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    230000000 | PA      | $1378901.82    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1748802.53    | 0.00%             | 2031-04-23      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     90000000 | PA      | $519305.32     | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                            | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |    600000000 | PA      | $3729140.17    | 0.00%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3109889.50    | 0.00%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: ZP8426170<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1192858.36    | 0.00%             | 2030-03-05      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2318423.05    | 0.00%             | 2033-09-14      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $601556.58     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $5047212.29    | 0.00%             | 2029-01-26      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5616070.71    | 0.00%             | 2029-06-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2270152.21    | 0.00%             | 2033-06-06      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |   1100000000 | PA      | $6312962.92    | 0.01%             | 2033-09-12      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                | CUSIP: EK3118339<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    700000000 | PA      | $4253215.29    | 0.00%             | 2032-06-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $569923.86     | 0.00%             | 2034-03-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                  | MITSUBISHI HEAVY               | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2298629.36    | 0.00%             | 2031-09-01      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2519721.50    | 0.00%             | 2029-03-07      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Sompo Japan Insurance Inc                                                        | SOMPO JAPAN INS                | CUSIP: N/A<br>LEI: 549300IOFUQ8JIFJOY25       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1255127.34    | 0.00%             | 2027-10-14      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                              | ASTELLAS PHARMA                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3104376.10    | 0.00%             | 2028-08-31      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Deposit Insurance Corp of Japan                                                  | DEPOSIT INS CORP               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5709282.55    | 0.00%             | 2027-07-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   1000000000 | PA      | $6296218.58    | 0.01%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    500000000 | PA      | $3126260.42    | 0.00%             | 2028-10-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    200000000 | PA      | $1247103.70    | 0.00%             | 2028-07-13      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   1000000000 | PA      | $6379355.50    | 0.01%             | 2029-06-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   1000000000 | PA      | $6368560.57    | 0.01%             | 2031-06-30      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  59500000000 | PA      | $35742992.28   | 0.03%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  78000000000 | PA      | $52488898.87   | 0.04%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 165000000000 | PA      | $110913251.42  | 0.09%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  12000000000 | PA      | $8089462.78    | 0.01%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 136000000000 | PA      | $90917393.74   | 0.08%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 140000000000 | PA      | $94444309.60   | 0.08%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  58100000000 | PA      | $38405380.93   | 0.03%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $26772246.49   | 0.02%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 215000000000 | PA      | $141393564.25  | 0.12%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  60000000000 | PA      | $39678932.04   | 0.03%             | 2028-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  67000000000 | PA      | $42880397.52   | 0.04%             | 2056-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  28000000000 | PA      | $19671077.94   | 0.02%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  41000000000 | PA      | $27912333.94   | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $13981565.53   | 0.01%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  12137000000 | PA      | $8687484.90    | 0.01%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  86500000000 | PA      | $57857127.63   | 0.05%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  57990000000 | PA      | $33261620.51   | 0.03%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  49000000000 | PA      | $29733214.54   | 0.03%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  49000000000 | PA      | $24509540.99   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $21455121.36   | 0.02%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  62955000000 | PA      | $31924853.17   | 0.03%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  75000000000 | PA      | $49980097.09   | 0.04%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $11437471.68   | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $29880913.23   | 0.03%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  98695000000 | PA      | $54476758.73   | 0.05%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50260000000 | PA      | $33301634.87   | 0.03%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  36600000000 | PA      | $20978763.67   | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $32740223.84   | 0.03%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  91360000000 | PA      | $44359098.99   | 0.04%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  63000000000 | PA      | $40340940.53   | 0.03%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  26800000000 | PA      | $12868145.04   | 0.01%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  75000000000 | PA      | $46706158.98   | 0.04%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 153730000000 | PA      | $65923377.12   | 0.06%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  94000000000 | PA      | $57798712.65   | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  39700000000 | PA      | $19731004.39   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  68000000000 | PA      | $41531527.24   | 0.04%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 174845380000 | PA      | $81032935.41   | 0.07%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  83003340000 | PA      | $51375116.52   | 0.04%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  55000000000 | PA      | $34431809.60   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 105490770000 | PA      | $55690435.24   | 0.05%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $29603328.28   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  63000000000 | PA      | $37559723.30   | 0.03%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  37700000000 | PA      | $26015178.32   | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 118850000000 | PA      | $72475911.13   | 0.06%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  52000000000 | PA      | $33740546.39   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  83000000000 | PA      | $54133067.83   | 0.05%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  53000000000 | PA      | $36315684.33   | 0.03%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 112700000000 | PA      | $68668774.10   | 0.06%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  59500000000 | PA      | $39051087.18   | 0.03%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  68250000000 | PA      | $37603398.61   | 0.03%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  56500000000 | PA      | $35616968.41   | 0.03%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 183100000000 | PA      | $98047704.46   | 0.08%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  95000000000 | PA      | $57811317.42   | 0.05%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 100000000000 | PA      | $53457571.47   | 0.05%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  86000000000 | PA      | $54963996.22   | 0.05%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 180000000000 | PA      | $120488665.05  | 0.10%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35697000000 | PA      | $15361387.58   | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  34012000000 | PA      | $12612579.24   | 0.01%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  31000000000 | PA      | $16034043.55   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  90000000000 | PA      | $58396826.46   | 0.05%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $12826587.11   | 0.01%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $26525266.99   | 0.02%             | 2031-03-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35500000000 | PA      | $22067531.92   | 0.02%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $33634503.10   | 0.03%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  54300000000 | PA      | $31784749.56   | 0.03%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  24600000000 | PA      | $14070123.58   | 0.01%             | 2045-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  36600000000 | PA      | $23604228.84   | 0.02%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $21239670.98   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                                     | SK HYNIX INC                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   4940000000 | PA      | $3354004.87    | 0.00%             | 2028-02-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     25000000 | PA      | $24249767.91   | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     14000000 | PA      | $14223342.95   | 0.01%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     14270000 | PA      | $12862069.25   | 0.01%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      3010000 | PA      | $3472212.34    | 0.00%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     12350000 | PA      | $13917793.96   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    415710000 | PA      | $24996475.60   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1189730000 | PA      | $68387493.41   | 0.06%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1515690000 | PA      | $87249497.25   | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1935410000 | PA      | $106330362.88  | 0.09%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1851210000 | PA      | $88892924.31   | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1797240000 | PA      | $94179902.92   | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    981310000 | PA      | $47332077.97   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1311000000 | PA      | $68987666.62   | 0.06%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1568200000 | PA      | $74792389.68   | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1665990000 | PA      | $96256426.43   | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1183650000 | PA      | $68728200.03   | 0.06%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1368740000 | PA      | $78282572.44   | 0.07%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    825970000 | PA      | $43502019.73   | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    295410700 | PA      | $14052706.53   | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    820743900 | PA      | $45073750.55   | 0.04%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    149880000 | PA      | $7913827.88    | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    134278000 | PA      | $33972709.30   | 0.03%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    144150000 | PA      | $37308742.21   | 0.03%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     94390000 | PA      | $24393836.45   | 0.02%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    139340000 | PA      | $35283754.44   | 0.03%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     68600000 | PA      | $17991898.10   | 0.02%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      2500000 | PA      | $638912.19     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     37424000 | PA      | $10126445.34   | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     80504000 | PA      | $21081497.24   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    110232000 | PA      | $27257666.03   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     13950000 | PA      | $3747082.75    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     72000000 | PA      | $17645629.11   | 0.01%             | 2045-05-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     75715000 | PA      | $20241503.02   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    104838000 | PA      | $27711448.55   | 0.02%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    119341000 | PA      | $32704960.08   | 0.03%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     29650000 | PA      | $8982800.28    | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     27000000 | PA      | $6731824.37    | 0.01%             | 2056-01-31      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     93500000 | PA      | $23553891.88   | 0.02%             | 2029-03-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    184370000 | PA      | $46749273.15   | 0.04%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    441000000 | PA      | $111145658.06  | 0.09%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    156000000 | PA      | $40708693.94   | 0.03%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    200400000 | PA      | $50065031.55   | 0.04%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     49502000 | PA      | $12622765.70   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     77460000 | PA      | $19893931.95   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     32034000 | PA      | $7796579.54    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    357400000 | PA      | $90604045.19   | 0.08%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    130850000 | PA      | $33324264.52   | 0.03%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    108288000 | PA      | $27739674.66   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    238590000 | PA      | $61401375.30   | 0.05%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     40000000 | PA      | $9986583.41    | 0.01%             | 2041-01-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     58024000 | PA      | $15660603.82   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     71702000 | PA      | $18855800.73   | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     10562000 | PA      | $2767931.20    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     12757000 | PA      | $3327609.89    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    103536000 | PA      | $26588169.94   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     23781000 | PA      | $6520624.45    | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    100791000 | PA      | $28012528.06   | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    154500000 | PA      | $39976449.99   | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     54605000 | PA      | $14411049.39   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     71446000 | PA      | $17754697.09   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    238555000 | PA      | $65524754.50   | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      9096000 | PA      | $2571020.42    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     46330000 | PA      | $12839565.95   | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     58178000 | PA      | $16564405.30   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    143991000 | PA      | $36333071.56   | 0.03%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    130000000 | PA      | $34759574.47   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    113000000 | PA      | $27674253.41   | 0.02%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     48551000 | PA      | $61063779.00   | 0.05%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     48516347 | PA      | $59085390.20   | 0.05%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     86146000 | PA      | $89786566.64   | 0.08%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     66188989 | PA      | $76009976.00   | 0.06%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     85801566 | PA      | $96662227.22   | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     41217166 | PA      | $44756816.26   | 0.04%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     65169000 | PA      | $68186998.47   | 0.06%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    188045364 | PA      | $190675526.82  | 0.16%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    179960090 | PA      | $144166123.72  | 0.12%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     11420712 | PA      | $12475492.88   | 0.01%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     46987000 | PA      | $47676080.32   | 0.04%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     52000000 | PA      | $44447411.69   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     35000000 | PA      | $39805471.09   | 0.03%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    100000000 | PA      | $116331347.13  | 0.10%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     46393000 | PA      | $52904604.11   | 0.04%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     99445000 | PA      | $112151048.66  | 0.10%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     75000000 | PA      | $83816773.33   | 0.07%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     21000000 | PA      | $24338686.08   | 0.02%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    100000000 | PA      | $115808192.78  | 0.10%             | 2031-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     25000000 | PA      | $28265345.76   | 0.02%             | 2036-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     59274000 | PA      | $28332919.55   | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    102066000 | PA      | $10484715.45   | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    182140000 | PA      | $17960942.04   | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    554802000 | PA      | $52648306.68   | 0.04%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    471910000 | PA      | $43235960.53   | 0.04%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    200000000 | PA      | $18978330.65   | 0.02%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     87100000 | PA      | $8355117.82    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    203269000 | PA      | $20069096.54   | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    167872000 | PA      | $17206194.18   | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    121551000 | PA      | $12032117.63   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    240812000 | PA      | $24740916.28   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       900000 | PA      | $520416.01     | 0.00%             | 2030-09-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $1127172.32    | 0.00%             | 2028-02-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7000000 | PA      | $4209228.23    | 0.00%             | 2028-06-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     83255000 | PA      | $48003050.33   | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     65482000 | PA      | $36490816.16   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     39636000 | PA      | $19376234.39   | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     33981000 | PA      | $18745471.93   | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     69278000 | PA      | $41615354.59   | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     51269000 | PA      | $26583854.36   | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     58164000 | PA      | $30091587.34   | 0.03%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     42000000 | PA      | $24315802.27   | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     60000000 | PA      | $35077937.08   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     68000000 | PA      | $38673547.57   | 0.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     29092000 | PA      | $11281341.54   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     30397000 | PA      | $11743802.21   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11365566.24   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      8720000 | PA      | $4754971.37    | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |     10000000 | PA      | $5821279.17    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      3720000 | PA      | $1618486.99    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      9490000 | PA      | $5384892.71    | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6735000 | PA      | $3810722.26    | 0.00%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4400000 | PA      | $2661115.94    | 0.00%             | 2029-12-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $3020750.39    | 0.00%             | 2028-12-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     10000000 | PA      | $5228083.32    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kiwibank Ltd                                                                     | KIWIBANK LTD                   | CUSIP: N/A<br>LEI: 549300Z5CJRTI3CSS791       | Long             | DBT              | CORP              | NZ        |      2000000 | PA      | $1235178.82    | 0.00%             | 2028-10-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      7381000 | PA      | $4032940.02    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     24855000 | PA      | $13644411.42   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11447337.87   | 0.01%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     10000000 | PA      | $5032498.94    | 0.00%             | 2035-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      5000000 | PA      | $2980233.20    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      1000000 | PA      | $586910.39     | 0.00%             | 2032-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      2500000 | PA      | $1486436.23    | 0.00%             | 2030-02-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                          | WESTPAC NZ LTD                 | CUSIP: N/A<br>LEI: 549300MW73M5PK1PNG73       | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $612172.58     | 0.00%             | 2034-02-14      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                          | WESTPAC NZ LTD                 | CUSIP: N/A<br>LEI: 549300MW73M5PK1PNG73       | Long             | DBT              | CORP              | NZ        |      5000000 | PA      | $2940097.93    | 0.00%             | 2029-09-24      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1294830000 | PA      | $68530177.69   | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     88430000 | PA      | $25520933.80   | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     66325000 | PA      | $20459114.57   | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     21630000 | PA      | $6194951.50    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     11525000 | PA      | $3249676.11    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     13604000 | PA      | $4035279.23    | 0.00%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     82350000 | PA      | $24437793.29   | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     29042000 | PA      | $8554411.43    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     83571000 | PA      | $23051282.34   | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     46229000 | PA      | $11224168.72   | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |    123721000 | PA      | $38718215.02   | 0.03%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     59913000 | PA      | $17968735.03   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     80170000 | PA      | $23821958.53   | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     13192000 | PA      | $3729322.14    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    134365000 | PA      | $35813606.62   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     79101000 | PA      | $21379426.05   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     13689000 | PA      | $2922408.52    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     65316000 | PA      | $16786379.58   | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    536810000 | PA      | $120944590.30  | 0.10%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    314144000 | PA      | $86392633.28   | 0.07%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    315090000 | PA      | $91990476.82   | 0.08%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    213666000 | PA      | $60506081.47   | 0.05%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    100000000 | PA      | $27469068.64   | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    223217000 | PA      | $58866740.69   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    460000000 | PA      | $126926218.27  | 0.11%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    399903000 | PA      | $107765043.60  | 0.09%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    100000000 | PA      | $25591100.20   | 0.02%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    343222000 | PA      | $89391141.60   | 0.08%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     90000000 | PA      | $24096720.37   | 0.02%             | 2031-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                     | BANCO BPI                      | CUSIP: N/A<br>LEI: 3DM5DPGI3W6OU6GJ4N92       | Long             | DBT              | CORP              | PT        |     10000000 | PA      | $11882132.71   | 0.01%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      8700000 | PA      | $10287644.34   | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     10000000 | PA      | $11795319.02   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      4600000 | PA      | $5277580.90    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                    | BCR-BRISA CONCES               | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |      6800000 | PA      | $7936339.97    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     10700000 | PA      | $12412341.83   | 0.01%             | 2031-01-22      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     11000000 | PA      | $12736436.66   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     16330000 | PA      | $17806375.99   | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     38000000 | PA      | $42842547.85   | 0.04%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      8556000 | PA      | $10586094.75   | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     64070000 | PA      | $73232254.46   | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     25266000 | PA      | $30385270.81   | 0.03%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     10000000 | PA      | $6108608.37    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      9038963 | PA      | $10431402.26   | 0.01%             | 2036-06-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |     38430000 | PA      | $40730541.85   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     44950000 | PA      | $51293575.70   | 0.04%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     30062000 | PA      | $30666247.45   | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     28981244 | PA      | $23263441.29   | 0.02%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     40373000 | PA      | $46425592.86   | 0.04%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     47246000 | PA      | $53844663.30   | 0.05%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     25000000 | PA      | $28955909.50   | 0.02%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     31507000 | PA      | $34486956.95   | 0.03%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    125692000 | PA      | $144209922.79  | 0.12%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     51520529 | PA      | $55817759.17   | 0.05%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     19000000 | PA      | $22066195.49   | 0.02%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    116950000 | PA      | $26225584.40   | 0.02%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    159810000 | PA      | $28364603.47   | 0.02%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     64000000 | PA      | $14601524.96   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     92765000 | PA      | $19788832.82   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     65000000 | PA      | $12319254.73   | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     31800000 | PA      | $7530236.55    | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    150000000 | PA      | $32062908.33   | 0.03%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    140000000 | PA      | $31509684.18   | 0.03%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    139070000 | PA      | $31058789.69   | 0.03%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    194000000 | PA      | $42622780.83   | 0.04%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     89820000 | PA      | $20742762.88   | 0.02%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     60590000 | PA      | $13799794.77   | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     90905000 | PA      | $20791252.49   | 0.02%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     20000000 | PA      | $4465147.07    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     64000000 | PA      | $14347768.85   | 0.01%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     42240000 | PA      | $9489116.85    | 0.01%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     79560000 | PA      | $18810778.11   | 0.02%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          153 | NC      | $22639.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    188345000 | PA      | $19926400.19   | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    100000000 | PA      | $10475871.22   | 0.01%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    250000000 | PA      | $26557144.40   | 0.02%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    298515000 | PA      | $30437420.66   | 0.03%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    334000000 | PA      | $35547421.67   | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    660000000 | PA      | $72730002.00   | 0.06%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    286000000 | PA      | $31612315.46   | 0.03%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10827731.72   | 0.01%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $19823006.15   | 0.02%             | 2030-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    386000000 | PA      | $41732834.57   | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    650000000 | PA      | $72424196.47   | 0.06%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10620668.81   | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $20953624.87   | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10553735.34   | 0.01%             | 2030-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    582080000 | PA      | $55784696.19   | 0.05%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    413000000 | PA      | $43831262.47   | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    300000000 | PA      | $31522707.75   | 0.03%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    250000000 | PA      | $23260504.73   | 0.02%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    168410000 | PA      | $9950768.72    | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    580000000 | PA      | $63200302.84   | 0.05%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    195000000 | PA      | $19720005.58   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10841515.26   | 0.01%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21796114.92   | 0.02%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    120000000 | PA      | $13170332.57   | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                                | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21996479.92   | 0.02%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    771200000 | PA      | $83894840.92   | 0.07%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    370000000 | PA      | $38266265.41   | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    200000000 | PA      | $21930885.16   | 0.02%             | 2030-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21630155.70   | 0.02%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    500000000 | PA      | $53602897.29   | 0.05%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10652080.91   | 0.01%             | 2032-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    415000000 | PA      | $43284570.79   | 0.04%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    100000000 | PA      | $10667136.01   | 0.01%             | 2037-02-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     31282000 | PA      | $27200153.68   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     34254000 | PA      | $27300747.49   | 0.02%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     31923000 | PA      | $25609519.47   | 0.02%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     29124000 | PA      | $24903932.86   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30104000 | PA      | $25889730.92   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     25646000 | PA      | $20916537.48   | 0.02%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      1250000 | PA      | $1004020.27    | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      2750000 | PA      | $2211116.67    | 0.00%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      7250000 | PA      | $5942998.96    | 0.01%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     47004000 | PA      | $38707162.50   | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     29468000 | PA      | $23757766.99   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |     20000000 | PA      | $16192061.60   | 0.01%             | 2029-01-23      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     41735000 | PA      | $34613362.29   | 0.03%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     32538000 | PA      | $24543739.60   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     25640000 | PA      | $20527612.04   | 0.02%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     18200000 | PA      | $14550252.25   | 0.01%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      5000000 | PA      | $3882791.09    | 0.00%             | 2032-11-18      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |     23500000 | PA      | $19789974.43   | 0.02%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     46500000 | PA      | $37969884.07   | 0.03%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     32000000 | PA      | $26211896.92   | 0.02%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     24700000 | PA      | $23535187.74   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     20000000 | PA      | $16166730.04   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30400000 | PA      | $24622652.92   | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      3500000 | PA      | $2676955.53    | 0.00%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     26000000 | PA      | $22449177.88   | 0.02%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30300000 | PA      | $23619295.17   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      1000000 | PA      | $771613.21     | 0.00%             | 2035-09-10      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      3000000 | PA      | $2409997.25    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     22893000 | PA      | $17217199.73   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     31105000 | PA      | $30081609.33   | 0.03%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     29681000 | PA      | $33435516.24   | 0.03%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      8307000 | PA      | $4436810.95    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     22280000 | PA      | $22800781.79   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     27790000 | PA      | $29108073.20   | 0.02%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      1198803 | PA      | $1236817.06    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      4612672 | PA      | $3914112.67    | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     30673482 | PA      | $36256036.78   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     21790132 | PA      | $24940401.54   | 0.02%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     10000000 | PA      | $11866018.50   | 0.01%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     21500000 | PA      | $25272799.67   | 0.02%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     39935000 | PA      | $47671125.25   | 0.04%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     26500000 | PA      | $30747244.21   | 0.03%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     38434997 | PA      | $43585437.17   | 0.04%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovenska Sporitelna AS                                                          | SLOVENSKA SPORIT               | CUSIP: N/A<br>LEI: 549300S2T3FWVVXWJI89       | Long             | DBT              | CORP              | SK        |      4500000 | PA      | $5188184.28    | 0.00%             | 2030-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                   | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      9000000 | PA      | $10377132.26   | 0.01%             | 2031-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     29600000 | PA      | $33805732.34   | 0.03%             | 2037-11-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      5478261 | PA      | $6289565.94    | 0.01%             | 2046-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      5200000 | PA      | $5043938.30    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     11595000 | PA      | $9056012.31    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      8109000 | PA      | $8724710.42    | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1423372000 | PA      | $43630317.68   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1000000000 | PA      | $31265084.75   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    466275000 | PA      | $14859774.80   | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     61239000 | PA      | $2032563.69    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    820000000 | PA      | $25576272.29   | 0.02%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1100000000 | PA      | $34749798.91   | 0.03%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    839187000 | PA      | $26785837.30   | 0.02%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1485000000 | PA      | $46892685.16   | 0.04%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    100000000 | PA      | $3056261.37    | 0.00%             | 2029-04-17      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    887982000 | PA      | $30170714.96   | 0.03%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    600000000 | PA      | $19083699.67   | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    744661000 | PA      | $22949836.37   | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    870000000 | PA      | $26860278.18   | 0.02%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1350000000 | PA      | $40838507.40   | 0.03%             | 2031-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    995000000 | PA      | $33453467.40   | 0.03%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    153099000 | PA      | $4490108.23    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1231603000 | PA      | $35941645.83   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    450000000 | PA      | $13427913.03   | 0.01%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1181203000 | PA      | $39929393.82   | 0.03%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    895459000 | PA      | $30237571.62   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    141362000 | PA      | $5058379.25    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1076247000 | PA      | $35700579.74   | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    970118000 | PA      | $26580358.24   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    429761000 | PA      | $16374010.78   | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1075000000 | PA      | $32724398.27   | 0.03%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    576435000 | PA      | $17079940.14   | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1024340000 | PA      | $36730018.39   | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    627711000 | PA      | $21181178.81   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    769585000 | PA      | $26320293.34   | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1100000000 | PA      | $34545001.00   | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    338447000 | PA      | $12362548.23   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1091000000 | PA      | $36991749.39   | 0.03%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1110000000 | PA      | $36196784.17   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    450000000 | PA      | $11389306.39   | 0.01%             | 2077-06-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    630000000 | PA      | $19480204.92   | 0.02%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |      9492000 | PA      | $395262.87     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    835000000 | PA      | $27017054.82   | 0.02%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1370000000 | PA      | $42582596.58   | 0.04%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     76549000 | PA      | $2691242.10    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    137200000 | PA      | $3928192.47    | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1142818000 | PA      | $35701858.69   | 0.03%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    293000000 | PA      | $7519575.01    | 0.01%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    694000000 | PA      | $25642914.12   | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    811000000 | PA      | $25068086.50   | 0.02%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    472937000 | PA      | $11664642.36   | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |       827000 | PA      | $655329.08     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1198000 | PA      | $910737.62     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $116318.01     | 0.00%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       716000 | PA      | $988553.59     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                      | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |      1649000 | PA      | $2325139.84    | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      8198000 | PA      | $11528683.41   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      6098000 | PA      | $8441806.23    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |      5843000 | PA      | $7914967.24    | 0.01%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      8708000 | PA      | $11938896.47   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3584000 | PA      | $4732563.12    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1550000 | PA      | $2134919.99    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      1824000 | PA      | $2526512.36    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       756000 | PA      | $1042310.61    | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2805815.30    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      2561000 | PA      | $3514652.06    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3074000 | PA      | $4392059.24    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: EC2711645<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $2850268.82    | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                      | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |      3587000 | PA      | $5021068.34    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      6857000 | PA      | $9158989.72    | 0.01%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       375000 | PA      | $516634.66     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5124000 | PA      | $7135413.81    | 0.01%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                      | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |       296400 | PA      | $410558.51     | 0.00%             | 2035-01-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1588000 | PA      | $2202653.58    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $14057709.40   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5380000 | PA      | $7718460.90    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      3735000 | PA      | $5032754.29    | 0.00%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: EC4923511<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1363938.39    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      1578000 | PA      | $2189830.61    | 0.00%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      1760000 | PA      | $2411277.53    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2574000 | PA      | $2914609.85    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     10966000 | PA      | $15531677.16   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       362000 | PA      | $498492.79     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |      3433000 | PA      | $4191480.59    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      6690000 | PA      | $9346708.96    | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |      3489000 | PA      | $4779458.42    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      1329000 | PA      | $1765505.36    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      2715000 | PA      | $3906371.42    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      2680000 | PA      | $3515713.30    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                          | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |      1395000 | PA      | $1898151.90    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                          | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |      2820244 | PA      | $3807382.63    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      1536000 | PA      | $2111005.36    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                             | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       671342 | PA      | $872722.67     | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7891000 | PA      | $10051541.23   | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                          | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |       188000 | PA      | $260194.72     | 0.00%             | 2079-12-31      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                       | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |       450467 | PA      | $610251.82     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RMPA Services PLC                                                                | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |      1163188 | PA      | $1566492.04    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |       438528 | PA      | $604200.48     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3945000 | PA      | $4534063.51    | 0.00%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      2154000 | PA      | $2834041.96    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 1 PLC                                                            | THFC FUNDING 1                 | CUSIP: ED7350371<br>LEI: 213800C8Q7U392VVS909 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2578076.14    | 0.00%             | 2035-12-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                          | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |      2530800 | PA      | $3377332.73    | 0.00%             | 2031-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: ED8138619<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6320061.26    | 0.01%             | 2035-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       480320 | PA      | $645637.11     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       484000 | PA      | $655766.53     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                  | WHITE CITY                     | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |      1613321 | PA      | $2182399.67    | 0.00%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3642000 | PA      | $4899499.48    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       453000 | PA      | $553541.61     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      7715000 | PA      | $9279884.33    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                        | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |       498000 | PA      | $625086.16     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       241000 | PA      | $326883.34     | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      1535000 | PA      | $1895657.51    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      4533000 | PA      | $6090542.75    | 0.01%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                         | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |      2864000 | PA      | $3450959.66    | 0.00%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       498000 | PA      | $650893.71     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | HSBC BANK PLC                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1093309.33    | 0.00%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      1683825 | PA      | $2108959.95    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |      1821962 | PA      | $2284835.59    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      2800000 | PA      | $3650525.02    | 0.00%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                       | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |      4454000 | PA      | $5660742.36    | 0.00%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                           | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      1517000 | PA      | $1771310.51    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |       150000 | PA      | $144671.79     | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1580930.85    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                           | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |      1006368 | PA      | $1328532.04    | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                 | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |       350000 | PA      | $417198.72     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      2239000 | PA      | $2771460.38    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4355000 | PA      | $5177972.21    | 0.00%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: EG4262457<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5985572.32    | 0.01%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $206398.87     | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                             | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $887424.78     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    202600000 | PA      | $1302519.68    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      5536000 | PA      | $6684369.65    | 0.01%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      4515000 | PA      | $6214218.56    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        50000 | PA      | $52961.89      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      3550000 | PA      | $4680888.77    | 0.00%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2044000 | PA      | $2892556.11    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1777549.85    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                               | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |      4579000 | PA      | $6395305.07    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |      1673536 | PA      | $2294807.12    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       578000 | PA      | $811205.53     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      7150000 | PA      | $10144613.49   | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       338000 | PA      | $444723.60     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      4469000 | PA      | $6035449.60    | 0.01%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      3321000 | PA      | $4837784.73    | 0.00%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1523000 | PA      | $2151870.19    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      3328000 | PA      | $4520367.02    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      2545000 | PA      | $3696163.08    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |      2460000 | PA      | $3641625.08    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      1512000 | PA      | $2210639.02    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3316000 | PA      | $4835727.64    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      3961000 | PA      | $5883262.34    | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $840996.72     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      3673000 | PA      | $5392060.20    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      1052000 | PA      | $1494921.53    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      6590000 | PA      | $9232842.97    | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                    | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |      5543000 | PA      | $7967843.48    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |      1301769 | PA      | $1945542.81    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $9063080.82    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1988682.98    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      2195000 | PA      | $3112088.60    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                            | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |      1216000 | PA      | $1683978.21    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       803000 | PA      | $1043004.22    | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2771000 | PA      | $3858974.84    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5410000 | PA      | $6873432.42    | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      5498000 | PA      | $6829296.09    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EDF NRG NET EPN                | CUSIP: EI0420253<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8320701.49    | 0.01%             | 2036-11-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1463000 | PA      | $2082623.12    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      3037000 | PA      | $4122972.08    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                                | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |      3037000 | PA      | $3983950.28    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1134203.37    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1388729.25    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $3513088.22    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3898000 | PA      | $5046704.06    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      2298000 | PA      | $2834297.56    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       894030 | PA      | $1188239.73    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      2990000 | PA      | $4146804.74    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      1657000 | PA      | $2084860.08    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $848769.54     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |       221000 | PA      | $270298.86     | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      3266000 | PA      | $4220460.90    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2320874.32    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $1384832.48    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2044000 | PA      | $2804223.90    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                     | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |      2286286 | PA      | $3029176.52    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      5278000 | PA      | $7408653.27    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: EI5901232<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      2000000 | PA      | $2681728.26    | 0.00%             | 2041-03-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                              | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: 2138009WI8Z824PDAR42 | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $3438146.48    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6469000 | PA      | $8138207.44    | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       484000 | PA      | $608000.62     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1299000 | PA      | $1804584.41    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                       | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |      2253000 | PA      | $2990457.88    | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                           | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |       865000 | PA      | $1028569.38    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                            | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |      2163000 | PA      | $2579840.97    | 0.00%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2562095.50    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      6761000 | PA      | $8729715.10    | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       486000 | PA      | $550254.15     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      3448000 | PA      | $4476134.01    | 0.00%             | 2037-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3321916.07    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     12891000 | PA      | $14517344.42   | 0.01%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 5 PLC                                                     | TESCO PROP FIN 5               | CUSIP: EJ0003859<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |      1066305 | PA      | $1395507.72    | 0.00%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10767000 | PA      | $13012274.70   | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      3122000 | PA      | $4299142.03    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2869000 | PA      | $3343901.27    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      1450000 | PA      | $1701071.99    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      1376000 | PA      | $1836079.95    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1534547.99    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1432000 | PA      | $1920854.01    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1947000 | PA      | $2616213.18    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $504126.53     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      2055000 | PA      | $2314498.73    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      5362000 | PA      | $6321757.74    | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                          | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |       515000 | PA      | $653238.68     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6174000 | PA      | $6786992.69    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       189000 | PA      | $211459.70     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1588510.39    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3037000 | PA      | $3261476.47    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: N/A<br>LEI: 213800MK4P25WMPIZR12       | Long             | DBT              | CORP              | GB        |       885000 | PA      | $1082065.69    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      3212000 | PA      | $4138953.19    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      3096000 | PA      | $3354675.96    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      5183000 | PA      | $5204199.91    | 0.00%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                    | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $271318.50     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2811391.63    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      5269000 | PA      | $6945603.83    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      4653000 | PA      | $5477577.58    | 0.00%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      2859000 | PA      | $3086163.38    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $764667.03     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                   | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1730590.31    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                            | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $6053746.95    | 0.01%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6066000 | PA      | $7030639.69    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      2040000 | PA      | $2716897.07    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       383000 | PA      | $404474.59     | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |      2762000 | PA      | $3343758.66    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |        75000 | PA      | $88600.92      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1805095.15    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      3092000 | PA      | $3744115.98    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                     | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |      3030486 | PA      | $3871738.93    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                       | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |      2269000 | PA      | $2689172.35    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9505000 | PA      | $10158386.69   | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                    | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |      3376000 | PA      | $4135521.79    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $559606.56     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $945191.31     | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2366005.72    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      1545000 | PA      | $1745623.72    | 0.00%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      2019000 | PA      | $1958933.51    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6553000 | PA      | $6706983.10    | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                             | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $580562.84     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |      6359000 | PA      | $7435928.13    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       548000 | PA      | $624016.69     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      2308000 | PA      | $2629168.54    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| University of Manchester                                                         | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |       943000 | PA      | $934246.36     | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       900000 | PA      | $1177759.42    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15373000 | PA      | $17940235.41   | 0.02%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      2657000 | PA      | $2978087.48    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      3000000 | PA      | $3511815.01    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3400000 | PA      | $3987826.74    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1272000 | PA      | $1324124.39    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                     | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |      1988354 | PA      | $2566977.22    | 0.00%             | 2031-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $8354073.35    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |     11236000 | PA      | $13227661.15   | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      1710000 | PA      | $2110412.65    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $150480.24     | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      4381000 | PA      | $4759209.54    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                               | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $997186.88     | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                 | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1679736.15    | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3090930.60    | 0.00%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2686000 | PA      | $2914172.70    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      7996000 | PA      | $10272410.08   | 0.01%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      1758000 | PA      | $1677963.27    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      3870000 | PA      | $5017245.99    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1842492.95    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      1794000 | PA      | $2094998.21    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3095000 | PA      | $3053494.20    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                 | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |       613000 | PA      | $692025.64     | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4648000 | PA      | $5430791.17    | 0.00%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1069120.57    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1272000 | PA      | $1473244.87    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3812000 | PA      | $5074824.17    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2718519.80    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      1536000 | PA      | $1766266.33    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       100000 | PA      | $115344.70     | 0.00%             | 2029-06-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       800000 | PA      | $748034.38     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2916796.17    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                 | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |      6700000 | PA      | $7590199.49    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                 | WHG TREASURY                   | CUSIP: N/A<br>LEI: 984500477D9DBB3BD757       | Long             | DBT              | CORP              | GB        |      2394000 | PA      | $2470079.45    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5700000 | PA      | $6615832.72    | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |      1436000 | PA      | $1435302.22    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                    | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1510210.47    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1934000 | PA      | $2398348.54    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      2812000 | PA      | $3183383.42    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                       | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |       869000 | PA      | $924758.85     | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |      2434000 | PA      | $3178925.44    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3509000 | PA      | $3913697.83    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                            | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1058168.65    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $908589.90     | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     22265000 | PA      | $23870160.16   | 0.02%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6096000 | PA      | $6615682.81    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     14300000 | PA      | $15430144.80   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      2599000 | PA      | $2579391.97    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      1944000 | PA      | $2095351.47    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      1900000 | PA      | $1869350.44    | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1977000 | PA      | $1820223.08    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2599000 | PA      | $2699668.64    | 0.00%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2137000 | PA      | $2225292.77    | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2883469.47    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      2872000 | PA      | $2441423.99    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BP2<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      4692000 | PA      | $4659652.17    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $281489.95     | 0.00%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                     | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |      5531000 | PA      | $5969336.89    | 0.01%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $3800047.76    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: EK8055080<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2775173.91    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2780226.17    | 0.00%             | 2079-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     16806000 | PA      | $19329151.53   | 0.02%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      1765000 | PA      | $1412214.82    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      3815000 | PA      | $4124378.65    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2767000 | PA      | $2962459.85    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2700000 | PA      | $2875220.52    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      7299000 | PA      | $7963098.38    | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9094000 | PA      | $9104933.60    | 0.01%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115724.63     | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5920000 | PA      | $6632734.80    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       100000 | PA      | $116145.71     | 0.00%             | 2027-05-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3170000 | PA      | $3684973.25    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      5044000 | PA      | $5697423.73    | 0.00%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      3777000 | PA      | $4737379.20    | 0.00%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $2006630.16    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                            | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |       328054 | PA      | $411319.64     | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     12450000 | PA      | $13735590.50   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3584000 | PA      | $4159022.94    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     11107000 | PA      | $12223223.24   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                         | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $969684.82     | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1985000 | PA      | $1769522.31    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3074000 | PA      | $3362614.55    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      8669000 | PA      | $10429137.37   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rl Finance Bonds No 3 PLC                                                        | RL FINANCE NO3                 | CUSIP: N/A<br>LEI: 213800A838TK57XOB584       | Long             | DBT              | CORP              | GB        |      1656000 | PA      | $2286753.46    | 0.00%             | 2028-11-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4165000 | PA      | $4830118.89    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                               | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      2927000 | PA      | $3850470.18    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      6821000 | PA      | $7112147.53    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3943000 | PA      | $4625785.31    | 0.00%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      4725000 | PA      | $6238581.16    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                               | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |      1996000 | PA      | $1510872.93    | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14593000 | PA      | $13843286.49   | 0.01%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                              | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1552436.99    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4377000 | PA      | $4997453.13    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2518511.61    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      3072000 | PA      | $4064859.43    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2176629.38    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2375561.90    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2599000 | PA      | $2990003.17    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      2850000 | PA      | $3293835.66    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     12816000 | PA      | $15056284.68   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      4285000 | PA      | $4887319.90    | 0.00%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      9100000 | PA      | $8239560.46    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                      | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |      2000000 | PA      | $2292656.59    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4251910.29    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $9238971.74    | 0.01%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      7113000 | PA      | $6830075.50    | 0.01%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2172230.17    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $113694.45     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AX4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5601844.63    | 0.00%             | 2028-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2671000 | PA      | $2887120.53    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       448000 | PA      | $507209.37     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $14346074.67   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2044676.51    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                   | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      5541000 | PA      | $7321543.20    | 0.01%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      4904000 | PA      | $5252734.50    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      3678000 | PA      | $4164785.93    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $113591.61     | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       558000 | PA      | $628197.71     | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $6197937.26    | 0.01%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2574000 | PA      | $2935949.88    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      2653000 | PA      | $3029612.65    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: LW1558276<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11356410.42   | 0.01%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      5288000 | PA      | $6087701.37    | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     17178000 | PA      | $19793377.79   | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      9287000 | PA      | $8923018.11    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     16396000 | PA      | $17173086.92   | 0.01%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      6263000 | PA      | $6797784.69    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1263000 | PA      | $1293707.88    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      9561000 | PA      | $11303807.16   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      4713000 | PA      | $6099963.86    | 0.01%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $2097488.11    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2949000 | PA      | $3141568.98    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1641000 | PA      | $1345372.63    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1626000 | PA      | $1139099.63    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      1615000 | PA      | $2083207.57    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5679124.38    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $1828648.00    | 0.00%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       538000 | PA      | $700160.79     | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                 | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $899184.87     | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |      3147000 | PA      | $3663025.07    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      5585000 | PA      | $7083787.47    | 0.01%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      3410000 | PA      | $3124921.78    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       482000 | PA      | $365031.03     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $111341.73     | 0.00%             | 2028-09-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2817000 | PA      | $3163185.87    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $7620600.13    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      9544000 | PA      | $10298211.26   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      6798000 | PA      | $7600600.63    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5124000 | PA      | $3538740.87    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       778000 | PA      | $796607.14     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      9300000 | PA      | $8473436.54    | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $2620547.74    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     23743000 | PA      | $23756161.10   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |      1216000 | PA      | $1139280.69    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7600000 | PA      | $7845688.82    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| A2Dominion Housing Group Ltd                                                     | A2DOMINION HOUSI               | CUSIP: N/A<br>LEI: 213800V1D2GGHDUSZ454       | Long             | DBT              | CORP              | GB        |      2452000 | PA      | $3172090.34    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10219000 | PA      | $11741056.43   | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       667000 | PA      | $772559.64     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      1613000 | PA      | $1908304.36    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      8400000 | PA      | $8933351.39    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     11100000 | PA      | $10583287.20   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $461533.98     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      4809000 | PA      | $5729603.85    | 0.00%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: AM1130609<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      6600000 | PA      | $6503289.32    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2277517.92    | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     11600000 | PA      | $13030152.00   | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $3536911.29    | 0.00%             | 2029-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       398000 | PA      | $515901.61     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      3175000 | PA      | $4194032.13    | 0.00%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4469000 | PA      | $5621796.69    | 0.00%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3218000 | PA      | $3719005.31    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      2075000 | PA      | $2381729.92    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      1545000 | PA      | $1456112.40    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      5892000 | PA      | $6861680.90    | 0.01%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                 | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |      4600000 | PA      | $5801327.79    | 0.00%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      1868000 | PA      | $2371459.84    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                                | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $1326437.41    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $17361590.32   | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     17851000 | PA      | $20565302.41   | 0.02%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2427000 | PA      | $3052360.97    | 0.00%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2278000 | PA      | $2541276.99    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2994000 | PA      | $2954021.23    | 0.00%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15372000 | PA      | $15885254.56   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      1900000 | PA      | $1985983.37    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2872196.00    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     12084000 | PA      | $13973911.72   | 0.01%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5087000 | PA      | $5363700.93    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     16551000 | PA      | $19007063.87   | 0.02%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      9016000 | PA      | $10117442.46   | 0.01%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     14748000 | PA      | $16970335.28   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     10275000 | PA      | $11882935.85   | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4122564.71    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1837399.84    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222364.53     | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                     | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $614512.86     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                             | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |      3102000 | PA      | $3906503.87    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4000372.09    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     13135000 | PA      | $15114498.76   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       230000 | PA      | $265827.77     | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                       | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |       400000 | PA      | $463626.74     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2269000 | PA      | $2646791.54    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9224620.82    | 0.01%             | 2027-06-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      1107000 | PA      | $1293511.77    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |      1730000 | PA      | $2004144.87    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      2040000 | PA      | $2357628.49    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $9016633.55    | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7266000 | PA      | $7818868.65    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7521000 | PA      | $8628786.50    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      5374000 | PA      | $6020639.96    | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      3028000 | PA      | $3795041.09    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      5087000 | PA      | $5870968.64    | 0.00%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8179000 | PA      | $8594480.87    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2561000 | PA      | $2011455.77    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      6300000 | PA      | $4995628.65    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $3454143.36    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      3515000 | PA      | $4477877.14    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BV3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5657140.54    | 0.00%             | 2029-07-24      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3333000 | PA      | $3551060.30    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      6599000 | PA      | $7610278.24    | 0.01%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      4944000 | PA      | $5690626.44    | 0.00%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |      5765000 | PA      | $6298769.01    | 0.01%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      4708000 | PA      | $5255706.16    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      9177000 | PA      | $10290020.22   | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5583457.06    | 0.00%             | 2029-08-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                   | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |     10329000 | PA      | $11869527.76   | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5690000 | PA      | $6521808.64    | 0.01%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: AP0290290<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5537684.72    | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      3724000 | PA      | $4938142.51    | 0.00%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                          | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $1098517.84    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: AP0967186<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3412593.61    | 0.00%             | 2029-09-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       904000 | PA      | $893105.83     | 0.00%             | 2037-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      1713000 | PA      | $1169380.67    | 0.00%             | 2057-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      4000000 | PA      | $4450988.04    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      2361000 | PA      | $2734628.51    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2159000 | PA      | $2052530.83    | 0.00%             | 2039-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $443357.34     | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       558000 | PA      | $692965.21     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199595.91     | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $391608.28     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $122660.24     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2254000 | PA      | $2598526.08    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6983000 | PA      | $8616174.17    | 0.01%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      4250000 | PA      | $4852866.50    | 0.00%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      6537000 | PA      | $7472525.61    | 0.01%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                             | CITIZEN TRSY                   | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |      5778000 | PA      | $4758580.11    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peabody Trust                                                                    | PEABODY TRUST                  | CUSIP: AP7098381<br>LEI: 213800RE21RPMCU87D71 | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1225976.44    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      3273000 | PA      | $3542837.17    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4125000 | PA      | $3897547.75    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5536000 | PA      | $6130588.37    | 0.01%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1718000 | PA      | $1920142.54    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6524000 | PA      | $7022096.09    | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      3541000 | PA      | $3910620.60    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5515000 | PA      | $5691923.53    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      2615000 | PA      | $2982826.61    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      3266000 | PA      | $3749569.38    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      3541000 | PA      | $4027910.30    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                                | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |      1640000 | PA      | $1383042.36    | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      2159000 | PA      | $1225732.80    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                                             | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |      3541000 | PA      | $1995070.41    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1463000 | PA      | $1355158.13    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2631413.81    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $976659.60     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      7631000 | PA      | $8666230.84    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      1477000 | PA      | $1695910.35    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1564600.64    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3146000 | PA      | $3259163.52    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     14971000 | PA      | $16346456.22   | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2431920.20    | 0.00%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2160948.04    | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2116061.47    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                           | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |      1308000 | PA      | $1699512.74    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |     11800000 | PA      | $13543584.98   | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |      4634000 | PA      | $3986504.67    | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     11876000 | PA      | $13465852.71   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $5122434.05    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      8100000 | PA      | $9162178.68    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      9453000 | PA      | $10700415.73   | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     38260000 | PA      | $4031815.62    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1575000 | PA      | $1210941.41    | 0.00%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      2708000 | PA      | $3104242.40    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                   | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |      1354000 | PA      | $1551325.21    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1486092.17    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      5087000 | PA      | $5287510.82    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       383000 | PA      | $376170.01     | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     11962000 | PA      | $13313168.88   | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     56730000 | PA      | $6002523.40    | 0.01%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $1870900.88    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      3729000 | PA      | $4254116.48    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     16600000 | PA      | $18809681.65   | 0.02%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     12881000 | PA      | $14871503.88   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1378950.55    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3587000 | PA      | $3937500.42    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      9144000 | PA      | $10015629.27   | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      5021000 | PA      | $5211782.48    | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115712.86     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      4372000 | PA      | $5663348.93    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       832000 | PA      | $641754.78     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      3092000 | PA      | $3512793.79    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     22409000 | PA      | $25650703.29   | 0.02%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      4627000 | PA      | $5278616.53    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3599000 | PA      | $3599688.50    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: AR6731525<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $748162.74     | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                                | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $1157467.84    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      6125000 | PA      | $7004327.34    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1097602.12    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7850000 | PA      | $7590744.73    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3614960.69    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2294000 | PA      | $2653567.43    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3420707.64    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      1023000 | PA      | $954205.18     | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      3638000 | PA      | $4184164.77    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     16004000 | PA      | $18496916.07   | 0.02%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      8200000 | PA      | $9668745.10    | 0.01%             | 2079-12-31      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      7900000 | PA      | $8925770.65    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                               | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |      2800000 | PA      | $3110320.63    | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      2539000 | PA      | $2900393.51    | 0.00%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      1634000 | PA      | $1340734.52    | 0.00%             | 2048-04-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     24400000 | PA      | $22863991.56   | 0.02%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      3925000 | PA      | $4447874.83    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bromford Flagship Livewest Ltd                                                   | BROMFORD FLAGSHP               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |       943000 | PA      | $788911.44     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2517542.49    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                  | ROLLS-ROYCE PLC                | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6832569.25    | 0.01%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      6316000 | PA      | $7041857.09    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      9098000 | PA      | $10059238.48   | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      2099000 | PA      | $2316042.15    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8640684.51    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      4458000 | PA      | $5037073.35    | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      6835000 | PA      | $7785037.91    | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1071219.53    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10248000 | PA      | $10668796.28   | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       394000 | PA      | $440420.42     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       516000 | PA      | $439098.20     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $11300175.06   | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3928673.02    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      9285000 | PA      | $10012097.59   | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1467000 | PA      | $1680677.40    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      3102000 | PA      | $3243372.71    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      3541000 | PA      | $3939498.24    | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5617000 | PA      | $6351185.28    | 0.01%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2441833.01    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       706000 | PA      | $703855.84     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     14734000 | PA      | $17010208.57   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      4812000 | PA      | $5408735.26    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6386000 | PA      | $7427300.17    | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10280000 | PA      | $11763492.02   | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2432883.48    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     13514000 | PA      | $15547343.56   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |      1398000 | PA      | $815352.10     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     21256000 | PA      | $23908584.99   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                             | DEUTSCHE APO ARZ               | CUSIP: AT3233778<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      9900000 | PA      | $11065059.65   | 0.01%             | 2028-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       418000 | PA      | $473198.58     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                      | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |      1179538 | PA      | $1294533.42    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      3211000 | PA      | $4106393.92    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      5481000 | PA      | $6192935.03    | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $711815.51     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     16943000 | PA      | $17071774.22   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      2500000 | PA      | $2818254.18    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      3809000 | PA      | $5093225.98    | 0.00%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       613000 | PA      | $665842.69     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3225000 | PA      | $3553478.82    | 0.00%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2794265.96    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                          | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $10299279.32   | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $6165245.36    | 0.01%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                              | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |      2379000 | PA      | $2999212.22    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      7466000 | PA      | $8870426.55    | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $7071854.28    | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      2599000 | PA      | $2919664.60    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                                | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       996000 | PA      | $1293884.90    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      6036000 | PA      | $6510460.92    | 0.01%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114570.00     | 0.00%             | 2028-09-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      4998000 | PA      | $6640839.79    | 0.01%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739886<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1887864.75    | 0.00%             | 2068-10-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                         | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5628943.61    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       704000 | PA      | $914652.53     | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2650919.44    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1536000 | PA      | $1442492.07    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                              | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |       633276 | PA      | $733072.85     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                 | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $628665.15     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2094000 | PA      | $1908623.02    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FD6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2379000 | PA      | $2671361.00    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      3216000 | PA      | $3083359.53    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |       100000 | PA      | $130194.89     | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      2387000 | PA      | $2757796.70    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      2671000 | PA      | $2792160.42    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                 | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |      3815000 | PA      | $3312595.55    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7069000 | PA      | $8041537.46    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      1692000 | PA      | $1940683.85    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2543000 | PA      | $2318997.19    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      2548000 | PA      | $3422813.36    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      2094000 | PA      | $2415739.15    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: AV3549434<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1741698.19    | 0.00%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      5980000 | PA      | $6982397.45    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3487690.53    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7361999.92    | 0.01%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5635000 | PA      | $6400843.83    | 0.01%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3943000 | PA      | $4561018.33    | 0.00%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AU5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2052000 | PA      | $2330991.93    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |      8128584 | PA      | $10297109.51   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      4265000 | PA      | $4856250.83    | 0.00%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      2327000 | PA      | $2652946.81    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |      6798000 | PA      | $7804515.98    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $7483325.28    | 0.01%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      8763000 | PA      | $9743280.29    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      1281000 | PA      | $1018228.29    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $16829340.77   | 0.01%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      3648000 | PA      | $4259445.45    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       752000 | PA      | $956502.66     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3317813.19    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23372000 | PA      | $25900388.13   | 0.02%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      6000000 | PA      | $6639198.02    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       996000 | PA      | $1142469.02    | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11138674.93   | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     64000000 | PA      | $6606417.89    | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4758000 | PA      | $5171434.81    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      9767000 | PA      | $10852423.46   | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                             | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |      1492000 | PA      | $1375152.47    | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     12112000 | PA      | $13593423.28   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       934000 | PA      | $1092985.47    | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      4034000 | PA      | $4852431.20    | 0.00%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5758314.38    | 0.00%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      5087000 | PA      | $5593327.38    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                     | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $916572.82     | 0.00%             | 2038-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5087000 | PA      | $5637755.18    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      6139000 | PA      | $6417228.20    | 0.01%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      2721000 | PA      | $2945039.09    | 0.00%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      7214000 | PA      | $6598609.96    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       900000 | PA      | $1024639.27    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     48472000 | PA      | $53271299.34   | 0.05%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6741199.21    | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      1326000 | PA      | $1327705.82    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      2404000 | PA      | $2404716.93    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $1620157.14    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1468171.54    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4886000 | PA      | $6488113.40    | 0.01%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                   | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |      2996000 | PA      | $2671043.49    | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3054249.52    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1216804.85    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       943000 | PA      | $999534.10     | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5384936.56    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3218989.37    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                       | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |      1601000 | PA      | $1288072.91    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: AX7292508<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      1263000 | PA      | $1408164.14    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      7854000 | PA      | $8592753.10    | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3948291.76    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $7219581.55    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      1958000 | PA      | $2178010.18    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      9471000 | PA      | $8340708.76    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      6024000 | PA      | $5542392.07    | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      4355000 | PA      | $3198182.92    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      9787000 | PA      | $10577865.71   | 0.01%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1605448.17    | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      5831000 | PA      | $6350501.51    | 0.01%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      3049000 | PA      | $3385796.22    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1712735.01    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1338301.08    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5124000 | PA      | $4030635.68    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2543000 | PA      | $2388713.64    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      4961000 | PA      | $4131158.57    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2171624.55    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11965180.16   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      3862000 | PA      | $4478272.93    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      2094000 | PA      | $1717705.50    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      7106000 | PA      | $8068749.36    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      4964000 | PA      | $5717161.01    | 0.00%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $9679984.34    | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      1185000 | PA      | $1288225.54    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BU2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $4047433.43    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: ZS6149380<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      2500000 | PA      | $2637258.04    | 0.00%             | 2031-05-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                       | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |      5132000 | PA      | $5646046.26    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |      2094000 | PA      | $2423206.88    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      6836000 | PA      | $7535968.67    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3839000 | PA      | $4160430.64    | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      9269000 | PA      | $8893520.01    | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2159661.43    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3668000 | PA      | $3398345.87    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2185000 | PA      | $2781502.04    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     12400000 | PA      | $13868726.25   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2159000 | PA      | $2468179.29    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |      2653000 | PA      | $2360680.93    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      5300000 | PA      | $5846830.38    | 0.00%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     11864000 | PA      | $12675048.67   | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AR6<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      4892000 | PA      | $5267889.88    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5134358.05    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5747471.22    | 0.00%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      2543000 | PA      | $2272429.21    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1947000 | PA      | $2153746.57    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      1819000 | PA      | $2478209.13    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2434000 | PA      | $2582603.62    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: AZ1511791<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5451182.63    | 0.00%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      1742000 | PA      | $1568288.63    | 0.00%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3941000 | PA      | $3608602.32    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $2567752.95    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5894000 | PA      | $6368720.45    | 0.01%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      1844000 | PA      | $1705014.22    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      5500000 | PA      | $5993646.56    | 0.01%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      4090000 | PA      | $5180865.36    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      6627000 | PA      | $7550863.74    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAA5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      7904000 | PA      | $9040057.32    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAB3<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      2269000 | PA      | $2375641.62    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3700000 | PA      | $2294054.02    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2049712.28    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      5087000 | PA      | $5825208.25    | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      6186000 | PA      | $6415253.78    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1297000 | PA      | $1120739.74    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7796000 | PA      | $5493845.76    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6353614.55    | 0.01%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      3042000 | PA      | $3300603.73    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4956000 | PA      | $6100079.62    | 0.01%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $2772758.87    | 0.00%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $1058292.89    | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      7366000 | PA      | $8172004.62    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4539000 | PA      | $5093931.87    | 0.00%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     10900000 | PA      | $9376228.76    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $413103.80     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: AZ4612505<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |      2487000 | PA      | $2833698.91    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7411000 | PA      | $6665671.08    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      4539000 | PA      | $4872042.97    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     14064000 | PA      | $16064408.96   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Accent Capital PLC                                                               | ACCENT CAPITAL                 | CUSIP: AZ6196549<br>LEI: 213800USEHIOE2L7IO41 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1459363.80    | 0.00%             | 2049-07-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: AZ5661402<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5464736.52    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      5087000 | PA      | $5861808.31    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      2273000 | PA      | $1377203.62    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2208000 | PA      | $2255575.33    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2088550.10    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10219000 | PA      | $11601664.07   | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      8179000 | PA      | $8869580.90    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |      2104000 | PA      | $2277394.44    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5092000 | PA      | $5406511.35    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      8800000 | PA      | $9330820.82    | 0.01%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4539000 | PA      | $4620884.33    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7902000 | PA      | $6528949.33    | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      5500000 | PA      | $6288677.63    | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1412578.29    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4783000 | PA      | $5046966.17    | 0.00%             | 2030-02-28      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |   2810000000 | PA      | $16937566.45   | 0.01%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    330000000 | PA      | $1129575.11    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAB8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      5728000 | PA      | $6462286.49    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAC6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      3019000 | PA      | $3039287.22    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1619000 | PA      | $1055750.58    | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      9404000 | PA      | $10097739.57   | 0.01%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3587000 | PA      | $3347402.17    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2543000 | PA      | $2713535.36    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      7810000 | PA      | $8725816.53    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     11315000 | PA      | $11529039.25   | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      6025000 | PA      | $5111354.86    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1360624.58    | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      1092000 | PA      | $792263.56     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5330319.01    | 0.00%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4376094.63    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      4364000 | PA      | $4422571.96    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      4090000 | PA      | $3848934.51    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2982000 | PA      | $2578212.74    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      2599000 | PA      | $2808406.00    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3724000 | PA      | $3738084.49    | 0.00%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $972441.40     | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFA7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       778000 | PA      | $922811.05     | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      2539000 | PA      | $2865802.57    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $5000535.30    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     20450000 | PA      | $21761297.27   | 0.02%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3233520.67    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      2500000 | PA      | $2674031.71    | 0.00%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: ZR6340908<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3652414.45    | 0.00%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11614118.59   | 0.01%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |     11943000 | PA      | $13557415.87   | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3179914.16    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      2500000 | PA      | $2520937.62    | 0.00%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      7200000 | PA      | $7968458.12    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3510214.04    | 0.00%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      5633000 | PA      | $5861300.84    | 0.00%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      2543000 | PA      | $3303215.08    | 0.00%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      1409000 | PA      | $1440623.70    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $305946.16     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      6201000 | PA      | $6951018.95    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9258893.27    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CD2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2094000 | PA      | $1809897.86    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      4581000 | PA      | $3342621.41    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      1545000 | PA      | $1534929.18    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                        | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |      5971000 | PA      | $6538338.81    | 0.01%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      3187000 | PA      | $3608331.55    | 0.00%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      7012000 | PA      | $6934793.38    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |      1278000 | PA      | $736192.06     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1830687.09    | 0.00%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5032000 | PA      | $3973278.11    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5281541.54    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3092000 | PA      | $2928656.65    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     11635000 | PA      | $12446261.33   | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      3541000 | PA      | $3776619.22    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3653000 | PA      | $3440382.97    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5624464.96    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7788000 | PA      | $8297121.20    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4758000 | PA      | $5046000.27    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: ZQ2589344<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     15000000 | PA      | $15532098.15   | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      2516000 | PA      | $2841155.33    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |      1512000 | PA      | $1634844.16    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |      2345000 | PA      | $1613539.55    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      5500000 | PA      | $6524261.98    | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |       900000 | PA      | $932311.33     | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8198750.53    | 0.01%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      9102000 | PA      | $6682085.15    | 0.01%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      2500000 | PA      | $3049230.50    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      9387000 | PA      | $9976459.53    | 0.01%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |      5087000 | PA      | $5748222.30    | 0.00%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5864000 | PA      | $5935603.94    | 0.01%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AK9<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       383000 | PA      | $310450.83     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      6032000 | PA      | $4710854.08    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5087000 | PA      | $5427860.15    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $2714831.27    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5113000 | PA      | $5198077.35    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     11171000 | PA      | $11233776.02   | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      2556000 | PA      | $1689321.54    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3700000 | PA      | $3505127.10    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      1545000 | PA      | $1670377.86    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3758801.94    | 0.00%             | 2033-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3330966.00    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     16701000 | PA      | $17690545.08   | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5045276.42    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5635000 | PA      | $5784455.54    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      4523000 | PA      | $3261381.32    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $1947572.60    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      6212000 | PA      | $6698598.15    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      5087000 | PA      | $5392004.59    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $6445111.71    | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $7941242.65    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     20400000 | PA      | $18646562.44   | 0.02%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      5892000 | PA      | $6649764.93    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      7631000 | PA      | $8078948.45    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $6138525.68    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      7161000 | PA      | $6561894.08    | 0.01%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4545000 | PA      | $5654880.38    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     16660000 | PA      | $17668039.47   | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2217662.96    | 0.00%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4561000 | PA      | $5162412.45    | 0.00%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3886000 | PA      | $4122989.80    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     17000000 | PA      | $17972885.64   | 0.02%             | 2030-01-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      8911000 | PA      | $9516093.30    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3382140.68    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4868000 | PA      | $4040296.08    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      2843000 | PA      | $3213880.66    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      5124000 | PA      | $3667225.90    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7834000 | PA      | $8258769.85    | 0.01%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3606907.49    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAE2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1729000 | PA      | $1932610.53    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      4010000 | PA      | $3666894.04    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      6896000 | PA      | $7466301.98    | 0.01%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $7032571.41    | 0.01%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1697983.50    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1597590.36    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1248000 | PA      | $1029683.23    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2756879.68    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3358000 | PA      | $3199987.94    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7815000 | PA      | $8738950.53    | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3981096.73    | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5763000 | PA      | $4596455.19    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      5500000 | PA      | $5602990.52    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       643000 | PA      | $636377.81     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $4597249.79    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3363530.60    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      4500000 | PA      | $4711809.91    | 0.00%             | 2030-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $12217649.02   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4300000 | PA      | $4689767.76    | 0.00%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      5087000 | PA      | $5369031.26    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6978023.41    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      1720000 | PA      | $2064586.76    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5854000 | PA      | $6156129.48    | 0.01%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1514238.18    | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7196000 | PA      | $8354412.23    | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1143113.43    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1001674.21    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      7631000 | PA      | $8536021.37    | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      8108000 | PA      | $8126349.61    | 0.01%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                       | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |      3450000 | PA      | $4004514.97    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      5895000 | PA      | $6260879.06    | 0.01%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2199774.78    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3030000 | PA      | $3461432.80    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     16233000 | PA      | $18851136.44   | 0.02%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      4401000 | PA      | $4965354.31    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     14587000 | PA      | $16218227.08   | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      6431000 | PA      | $7124757.42    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      7631000 | PA      | $8615746.98    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      5910000 | PA      | $6739899.00    | 0.01%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5124000 | PA      | $5692557.29    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4589042.57    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5664309.54    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      3087000 | PA      | $3388238.32    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2559024.72    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      2872000 | PA      | $3503419.18    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: BH4497385<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      6019000 | PA      | $7074462.45    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5892682.69    | 0.00%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      2314000 | PA      | $2575049.48    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      9539000 | PA      | $10955977.16   | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3466767.01    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |     18454000 | PA      | $20997164.24   | 0.02%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       548000 | PA      | $370554.36     | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      7683000 | PA      | $8587908.93    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      7587000 | PA      | $8167685.20    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      7631000 | PA      | $8853146.86    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5014679.87    | 0.00%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      5183000 | PA      | $4450093.87    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11014472.27   | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $450035.53     | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      5053000 | PA      | $5680630.99    | 0.00%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      2543000 | PA      | $2727706.50    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     26829000 | PA      | $29802885.50   | 0.03%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     12262000 | PA      | $12874196.95   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4061726.23    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      9000000 | PA      | $9917925.15    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $4647639.19    | 0.00%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      3381000 | PA      | $4520065.32    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $2212688.51    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $2418365.01    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                         | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |      4087000 | PA      | $4509637.31    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      3019000 | PA      | $3257882.97    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      5087000 | PA      | $5689712.21    | 0.00%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9690000 | PA      | $11041863.06   | 0.01%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5974000 | PA      | $6665468.93    | 0.01%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      6471000 | PA      | $5632816.15    | 0.00%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                   | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |      9397000 | PA      | $10319544.72   | 0.01%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3976408.70    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      9524000 | PA      | $11895572.41   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     11611000 | PA      | $11467357.34   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      6316000 | PA      | $6482369.28    | 0.01%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6052534.67    | 0.01%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      4000000 | PA      | $4679207.04    | 0.00%             | 2028-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      5087000 | PA      | $5831942.80    | 0.00%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5442833.28    | 0.00%             | 2030-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1796000 | PA      | $1786601.19    | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1504000 | PA      | $1303683.31    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                   | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      2553000 | PA      | $2971416.48    | 0.00%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $8551833.65    | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                 | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |       704000 | PA      | $844066.29     | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      7600000 | PA      | $8229085.90    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     12500000 | PA      | $13765973.37   | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      2159000 | PA      | $2414638.95    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                 | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |      7596000 | PA      | $8059555.49    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                 | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |      8200000 | PA      | $8116204.46    | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      7182000 | PA      | $7908196.73    | 0.01%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4194087.86    | 0.00%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1759909.42    | 0.00%             | 2027-05-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1299000 | PA      | $1463516.76    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7087000 | PA      | $6155528.24    | 0.01%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1341017.92    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                        | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |      2381000 | PA      | $2588915.92    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     10083000 | PA      | $10483476.08   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     26918000 | PA      | $30554488.82   | 0.03%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6101000 | PA      | $6046613.62    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      3471000 | PA      | $3932033.53    | 0.00%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                          | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |      6300000 | PA      | $6791170.39    | 0.01%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       658000 | PA      | $528662.07     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       371000 | PA      | $270699.56     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2315733.06    | 0.00%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |     14513000 | PA      | $14094920.64   | 0.01%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9443578.79    | 0.01%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      6316000 | PA      | $6627048.05    | 0.01%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2819000 | PA      | $2923937.28    | 0.00%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11600000 | PA      | $13189710.66   | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2173270.83    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11552000 | PA      | $8562375.33    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                     | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1839650.89    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2903204.71    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                   | CUSIP: BK1442528<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1388298.80    | 0.00%             | 2035-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     26228000 | PA      | $28580609.83   | 0.02%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     10500000 | PA      | $11113553.54   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      2316000 | PA      | $2423741.30    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $6722456.50    | 0.01%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     20311000 | PA      | $23481887.69   | 0.02%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      5087000 | PA      | $6850484.89    | 0.01%             | 2049-06-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2919349.19    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      7000000 | PA      | $8025206.71    | 0.01%             | 2027-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $7728645.15    | 0.01%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $7404821.71    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      4090000 | PA      | $4712279.38    | 0.00%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      4590000 | PA      | $4736874.75    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4503378.98    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2342713.74    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      4300000 | PA      | $4887196.94    | 0.00%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      8500000 | PA      | $9676831.45    | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2324952.61    | 0.00%             | 2079-12-31      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      8032000 | PA      | $8086283.97    | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |      2743000 | PA      | $3017263.30    | 0.00%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2560782.73    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $5883877.57    | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      7600000 | PA      | $9714359.09    | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1575641.43    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      4364000 | PA      | $3842607.71    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $5284613.34    | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     13600000 | PA      | $13848355.07   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      9077000 | PA      | $10857652.40   | 0.01%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     34808000 | PA      | $30550771.57   | 0.03%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2763239.04    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2203830.32    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      2250000 | PA      | $1962725.68    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |      2580000 | PA      | $1325807.03    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      2348000 | PA      | $1179608.25    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $448756.32     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      5485000 | PA      | $5730756.16    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $4805439.56    | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      3300000 | PA      | $3712955.18    | 0.00%             | 2049-09-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     19309000 | PA      | $20767327.01   | 0.02%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     12731000 | PA      | $13219812.86   | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |     13827000 | PA      | $14688820.02   | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2653000 | PA      | $2980393.88    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      6823000 | PA      | $5893204.16    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5061368.38    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      3479000 | PA      | $4043601.54    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $1463888.15    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      6070000 | PA      | $6858694.00    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      9200000 | PA      | $9041620.06    | 0.01%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4963944.64    | 0.00%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      2243000 | PA      | $2397616.78    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2532000 | PA      | $2862425.66    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2801000 | PA      | $2444979.30    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      5250000 | PA      | $5242265.27    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $6323587.99    | 0.01%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                         | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |      2100000 | PA      | $2386121.90    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2873000 | PA      | $2743856.06    | 0.00%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5637000 | PA      | $4379928.42    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2879758.20    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      4300000 | PA      | $4403546.04    | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |     15943000 | PA      | $17721954.41   | 0.02%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2187526.92    | 0.00%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10248000 | PA      | $13167354.32   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2618844.08    | 0.00%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $6941967.01    | 0.01%             | 2033-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      3196000 | PA      | $3509859.12    | 0.00%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      2087000 | PA      | $2063415.64    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      4934000 | PA      | $4005791.77    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      7158000 | PA      | $4792159.28    | 0.00%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Avinor AS                                                                        | AVINOR AS                      | CUSIP: N/A<br>LEI: 5967007LIEEXZX8ZW078       | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2098907.45    | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                                | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $10165106.30   | 0.01%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      2541000 | PA      | $2713503.60    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2595524.77    | 0.00%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                   | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |      9232000 | PA      | $10354244.66   | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |      5414000 | PA      | $5094382.83    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     18700000 | PA      | $19462118.23   | 0.02%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      2300000 | PA      | $2492745.66    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      6028000 | PA      | $5828765.56    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FD5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $670747.22     | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      5619000 | PA      | $5822193.76    | 0.00%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |      4750000 | PA      | $5211533.98    | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5563000 | PA      | $6369590.37    | 0.01%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      9722000 | PA      | $10938094.64   | 0.01%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6543000 | PA      | $8157657.43    | 0.01%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      6901000 | PA      | $8862324.73    | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11182602.29   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     11100000 | PA      | $12036710.65   | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $8637496.46    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     21875000 | PA      | $22632150.02   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      6918000 | PA      | $8849208.04    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     17019000 | PA      | $18628828.26   | 0.02%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      6500000 | PA      | $5615361.08    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     16907000 | PA      | $17322595.55   | 0.01%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      1998000 | PA      | $1942118.16    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      2995000 | PA      | $3280121.21    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      4315000 | PA      | $2117277.83    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      4685000 | PA      | $5817800.10    | 0.00%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4194000 | PA      | $3568057.39    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     19098000 | PA      | $21282145.07   | 0.02%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $1889251.13    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     14000000 | PA      | $12708307.21   | 0.01%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4893415.47    | 0.00%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      4477000 | PA      | $2766217.08    | 0.00%             | 2050-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1304054.29    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     15362000 | PA      | $15690185.72   | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     12631000 | PA      | $12761879.91   | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $483639.09     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      6484000 | PA      | $4966937.76    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      8886000 | PA      | $9076079.88    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4455000 | PA      | $4194662.84    | 0.00%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      7587000 | PA      | $5451191.86    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3019000 | PA      | $3882057.48    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2245000 | PA      | $2277960.31    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1432766.75    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      6316000 | PA      | $6866694.05    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     11316000 | PA      | $12612227.54   | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      9545000 | PA      | $11370354.99   | 0.01%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $5020723.84    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $2139241.40    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7935854.41    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     10981000 | PA      | $5916037.38    | 0.01%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      3541000 | PA      | $2640761.56    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      9000000 | PA      | $10005087.65   | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      2214000 | PA      | $1916733.59    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      4791000 | PA      | $4586098.93    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      8297000 | PA      | $8257632.14    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      2455000 | PA      | $2332926.96    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      6471000 | PA      | $8214997.15    | 0.01%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2695357.51    | 0.00%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4427224.92    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $3862028.00    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      8851000 | PA      | $9635622.32    | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2776479.30    | 0.00%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3287000 | PA      | $3650690.89    | 0.00%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10841000 | PA      | $12101711.59   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23948000 | PA      | $24569090.39   | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |      4625000 | PA      | $4761541.19    | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      7914000 | PA      | $8055916.31    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4478440.64    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      8984000 | PA      | $9376647.41    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     14444000 | PA      | $15847102.75   | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     24712000 | PA      | $17527119.48   | 0.01%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $4112165.00    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                           | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      2686000 | PA      | $2675207.37    | 0.00%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5110000 | PA      | $5637372.16    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       500000 | PA      | $546061.41     | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5916141.80    | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     11986000 | PA      | $12508003.34   | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     12500000 | PA      | $12739810.37   | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $7798057.49    | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2767000 | PA      | $1042218.16    | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      6382000 | PA      | $3979554.42    | 0.00%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3045310.04    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5538000 | PA      | $3939455.19    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $2964064.49    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     12750000 | PA      | $13637046.96   | 0.01%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      6316000 | PA      | $7159013.72    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     14219000 | PA      | $14479626.79   | 0.01%             | 2049-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10303000 | PA      | $4876402.01    | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      4519000 | PA      | $5340222.63    | 0.00%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $2484155.44    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5937000 | PA      | $3745740.90    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     28800000 | PA      | $23381465.58   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     11470000 | PA      | $12040824.48   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      4007000 | PA      | $4123894.57    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      5800000 | PA      | $5959940.54    | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1523844.50    | 0.00%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $2838320.08    | 0.00%             | 2079-12-31      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $14137575.22   | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAJ1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      3697000 | PA      | $3629225.09    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAK8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2130000 | PA      | $1567822.87    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |      6316000 | PA      | $6373993.07    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AX5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      4644000 | PA      | $4978560.96    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                           | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |      2906000 | PA      | $3046564.18    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                            | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $593575.56     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2126681.31    | 0.00%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $4129319.47    | 0.00%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5552651.69    | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5169701.53    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      5938000 | PA      | $6202704.36    | 0.01%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                  | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |      5053000 | PA      | $5611647.97    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      8250000 | PA      | $8747925.32    | 0.01%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      2060000 | PA      | $2164675.36    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                               | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      4608000 | PA      | $5243924.18    | 0.00%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4750000 | PA      | $4831752.19    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      1876000 | PA      | $1977096.99    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     13000000 | PA      | $14463457.60   | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                 | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5704027.85    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2873691.94    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      4429000 | PA      | $4374816.62    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1144912.40    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2389000 | PA      | $2588729.10    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $5374233.98    | 0.00%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2065459.45    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      5882000 | PA      | $6249366.90    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4117847.88    | 0.00%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      9906000 | PA      | $11089177.11   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14007000 | PA      | $12198606.73   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      1553000 | PA      | $1387643.73    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                  | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |      2821000 | PA      | $2765264.56    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                                | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      2000000 | PA      | $1850045.83    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      3000000 | PA      | $3036330.56    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |     18430000 | PA      | $20491029.74   | 0.02%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      7448000 | PA      | $8474284.35    | 0.01%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     12000000 | PA      | $12691159.48   | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6724000 | PA      | $6887776.55    | 0.01%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      4699000 | PA      | $4631753.64    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3724000 | PA      | $3866632.93    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1089791.36    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4608000 | PA      | $4546925.45    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      5176000 | PA      | $5177802.36    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      2531000 | PA      | $2673988.94    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      9383000 | PA      | $9852701.17    | 0.01%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | DBT              | CORP              | FI        |      7000000 | PA      | $7179424.28    | 0.01%             | 2031-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     11053000 | PA      | $11149455.91   | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2121132.03    | 0.00%             | 2042-06-30      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      7917000 | PA      | $8578235.91    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      3902000 | PA      | $3886717.94    | 0.00%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      5904000 | PA      | $5402956.55    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     22267000 | PA      | $23517127.03   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      2769000 | PA      | $2725478.53    | 0.00%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7515000 | PA      | $9679104.93    | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $6184290.70    | 0.01%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                     | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |      2804000 | PA      | $2959599.34    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      9000000 | PA      | $9197791.43    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      6365000 | PA      | $7010469.57    | 0.01%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |     13800000 | PA      | $14147512.46   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      5938000 | PA      | $5691353.36    | 0.00%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      4058000 | PA      | $4101509.98    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     16500000 | PA      | $17382389.80   | 0.01%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     11892000 | PA      | $11103129.84   | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      6436000 | PA      | $4802180.72    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     17705000 | PA      | $15607508.06   | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2800000 | PA      | $3435062.38    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                      | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2497981.67    | 0.00%             | 2028-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | NEXI                           | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      1750000 | PA      | $1958321.65    | 0.00%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7636000 | PA      | $7277031.11    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                             | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2187633.72    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5145787.24    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      6365000 | PA      | $8163180.56    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                   | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |      7448000 | PA      | $8338712.25    | 0.01%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $4394754.26    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     19700000 | PA      | $19831021.51   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      4600000 | PA      | $5110230.87    | 0.00%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     28250000 | PA      | $24720290.91   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |       459000 | PA      | $372613.55     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      7500000 | PA      | $8656775.24    | 0.01%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3724000 | PA      | $4115832.01    | 0.00%             | 2079-12-31      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3393935.00    | 0.00%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                        | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      2938000 | PA      | $3446032.94    | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      5938000 | PA      | $6371229.12    | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |     15724000 | PA      | $15332099.08   | 0.01%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      2704000 | PA      | $2235103.10    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      5900000 | PA      | $6294048.87    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     27476000 | PA      | $29495258.31   | 0.03%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1417579.19    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      7448000 | PA      | $8366007.09    | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     20000000 | PA      | $20355730.87   | 0.02%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                               | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |      3807000 | PA      | $2368726.61    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DM9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      6930000 | PA      | $7291203.95    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3244000 | PA      | $2938310.70    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                                | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |      2777000 | PA      | $1808483.23    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |      2800000 | PA      | $3067140.04    | 0.00%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7448000 | PA      | $7685229.56    | 0.01%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2068391.49    | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $12841358.71   | 0.01%             | 2049-12-29      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     10400000 | PA      | $11597873.07   | 0.01%             | 2049-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| University College London                                                        | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $1326950.49    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3574941.82    | 0.00%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2166053.59    | 0.00%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11672000 | PA      | $12827672.43   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |     10301000 | PA      | $10416823.58   | 0.01%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      4471000 | PA      | $4614219.58    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      2214000 | PA      | $2289972.75    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      6900000 | PA      | $7653965.93    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     18270000 | PA      | $14168045.22   | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1084377.43    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     10982000 | PA      | $12179725.15   | 0.01%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                    | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |      2214000 | PA      | $2551313.16    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                             | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |      2093000 | PA      | $2382539.90    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      2429000 | PA      | $2572360.21    | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8318965.12    | 0.01%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     16511000 | PA      | $18745406.90   | 0.02%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     14452000 | PA      | $15495413.96   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Lumo Kodit Oyj                                                                   | LUMO KODIT OYJ                 | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |      3438000 | PA      | $3705623.50    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3264909.87    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $4728416.50    | 0.00%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      9100000 | PA      | $10425555.31   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       803000 | PA      | $751601.33     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      2800000 | PA      | $3067467.02    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      4600000 | PA      | $4929813.61    | 0.00%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |     16500000 | PA      | $17827481.95   | 0.02%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5526995.12    | 0.00%             | 2028-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12705528.32   | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3413796.62    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      6900000 | PA      | $5768078.11    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4853538.50    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      5550000 | PA      | $5625050.19    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                   | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |      3214000 | PA      | $3413566.87    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                             | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |      4509000 | PA      | $2702821.81    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      9260000 | PA      | $7082419.83    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1932050.85    | 0.00%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     14781000 | PA      | $15830132.62   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10224000 | PA      | $11393508.98   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      1107000 | PA      | $1231997.50    | 0.00%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      2500000 | PA      | $2616770.81    | 0.00%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8447000 | PA      | $8556155.11    | 0.01%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     27800000 | PA      | $29293365.43   | 0.02%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $1913005.52    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3199547.69    | 0.00%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2854039.41    | 0.00%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      9500000 | PA      | $10256633.47   | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       375000 | PA      | $441165.75     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3382094.45    | 0.00%             | 2028-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2168222.73    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      9448000 | PA      | $8804875.39    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $6636517.88    | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2300000 | PA      | $2386881.35    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      8006000 | PA      | $4913882.73    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5094023.42    | 0.00%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      3019000 | PA      | $3340442.08    | 0.00%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                             | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $2949699.70    | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                               | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |      7724000 | PA      | $7667856.06    | 0.01%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     28000000 | PA      | $30359853.67   | 0.03%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Flagship Finance PLC                                                             | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |       946000 | PA      | $472040.47     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      1416000 | PA      | $1546521.18    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      1250000 | PA      | $1264497.66    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4308972.67    | 0.00%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      3100000 | PA      | $3000853.76    | 0.00%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     17000000 | PA      | $18360537.91   | 0.02%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $642375.86     | 0.00%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6598528.95    | 0.01%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3724000 | PA      | $3437344.71    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2025986.01    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5938000 | PA      | $7707005.07    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4043000 | PA      | $4236348.96    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4366000 | PA      | $4572591.56    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2728000 | PA      | $2028193.49    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      9338000 | PA      | $9363462.30    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     11122000 | PA      | $13932168.45   | 0.01%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      2122000 | PA      | $2237072.59    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      7693000 | PA      | $7587311.46    | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      4753000 | PA      | $3914432.37    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $3630118.43    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4046000 | PA      | $3691204.60    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2692016.48    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4548000 | PA      | $5016135.85    | 0.00%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      3603000 | PA      | $3765297.23    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      4151000 | PA      | $4576590.49    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      5794000 | PA      | $4463484.57    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      8400000 | PA      | $8375962.62    | 0.01%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4436735.24    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     20209000 | PA      | $22215042.87   | 0.02%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       400000 | PA      | $452034.79     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1130062.83    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     11700000 | PA      | $11689756.15   | 0.01%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8700000 | PA      | $9920552.48    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2228070.86    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1906048.87    | 0.00%             | 2029-09-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      6551000 | PA      | $6777966.09    | 0.01%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      4019000 | PA      | $4437145.47    | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      9300000 | PA      | $10161573.14   | 0.01%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      4300000 | PA      | $4713774.38    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                        | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |      5968000 | PA      | $3369059.93    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |      3241000 | PA      | $3343964.65    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      2697000 | PA      | $3039544.13    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      4129000 | PA      | $3966105.61    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                 | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1833992.07    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      3563000 | PA      | $3782847.33    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      6119000 | PA      | $7651563.08    | 0.01%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $5546259.52    | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      3714000 | PA      | $3007399.65    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      2709000 | PA      | $3501577.01    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      9200000 | PA      | $10506290.88   | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5240405.12    | 0.00%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6482000 | PA      | $6887340.39    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      2214000 | PA      | $2764941.77    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8406000 | PA      | $9215001.16    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      8958000 | PA      | $9842885.88    | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $1668800.99    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $786731.19     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3522000 | PA      | $3854844.45    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                       | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $8172084.92    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4618516.97    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                           | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      4953000 | PA      | $5420720.39    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     11800000 | PA      | $13008897.46   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      4624000 | PA      | $5264184.92    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $7156789.04    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      3724000 | PA      | $3247380.03    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      1502000 | PA      | $1869572.22    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      5429000 | PA      | $5199063.51    | 0.00%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     19280000 | PA      | $21104486.11   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $3186628.07    | 0.00%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5938000 | PA      | $6531774.22    | 0.01%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      3019000 | PA      | $2384120.04    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5400000 | PA      | $5890595.03    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       785000 | PA      | $792348.18     | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     11206000 | PA      | $11169653.36   | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                 | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |     13124000 | PA      | $14838065.02   | 0.01%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     19900000 | PA      | $21566244.27   | 0.02%             | 2029-05-28      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $1744802.81    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     27700000 | PA      | $31288126.33   | 0.03%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $12085105.74   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      6700000 | PA      | $3849918.23    | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd/Fund                                                | PERSHING SQUARE                | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |      1500000 | PA      | $1709450.52    | 0.00%             | 2027-10-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5816400.46    | 0.00%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                   | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2753803.80    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3928795.78    | 0.00%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBU3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6402000 | PA      | $6725585.23    | 0.01%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                           | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |      6904000 | PA      | $8923508.00    | 0.01%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                              | BRENNTAG FINANCE               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6387420.59    | 0.01%             | 2029-10-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $21275426.24   | 0.02%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      4300000 | PA      | $4730140.80    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1021759.11    | 0.00%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      8009000 | PA      | $8943870.09    | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1501942.62    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3343000 | PA      | $3215113.94    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $3557909.51    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |      8836000 | PA      | $8512013.09    | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      1509000 | PA      | $1428721.00    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5260000 | PA      | $3501201.56    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      4914000 | PA      | $5259989.27    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     14938000 | PA      | $16391537.81   | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      3050000 | PA      | $1382335.56    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $1926569.43    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8454679.40    | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FS3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4572993.85    | 0.00%             | 2041-11-04      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $10934807.28   | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      9300000 | PA      | $10169799.73   | 0.01%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $3773298.21    | 0.00%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     14941000 | PA      | $15291008.58   | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3411575.35    | 0.00%             | 2079-12-31      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AL7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4289581.16    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      9400000 | PA      | $8945697.32    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2035613.93    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $8610043.46    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $860521.08     | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                   | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2239621.47    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                             | SALTAIRE FINANCE               | CUSIP: N/A<br>LEI: 2138005HL9O4VFW2HY47       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1133705.63    | 0.00%             | 2051-11-23      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5675992.29    | 0.00%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                               | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1681955.64    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                              | HENKEL AG & CO                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2447282.00    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                            | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3833579.77    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     16500000 | PA      | $19272301.63   | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     30000000 | PA      | $31762970.88   | 0.03%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      4339000 | PA      | $4096618.48    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     29300000 | PA      | $24805826.91   | 0.02%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      7214000 | PA      | $7289976.01    | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     10600000 | PA      | $11574961.69   | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      8305000 | PA      | $9138893.96    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      2735000 | PA      | $2649174.44    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      8700000 | PA      | $9501939.21    | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      7800000 | PA      | $8145727.62    | 0.01%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                     | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      2429000 | PA      | $2547478.07    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                          | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |      1395000 | PA      | $1532456.24    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3213962.79    | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $9977330.96    | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     15700000 | PA      | $15595368.10   | 0.01%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     22181000 | PA      | $24862448.64   | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2912202.87    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10400000 | PA      | $13642254.54   | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $3012052.04    | 0.00%             | 2027-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      5294000 | PA      | $5610788.90    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2129069.64    | 0.00%             | 2032-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4750000 | PA      | $6132178.91    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      5900000 | PA      | $5913846.30    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6012000 | PA      | $7522156.99    | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $6853874.16    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $946349.45     | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5102991.87    | 0.00%             | 2079-12-31      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1040727.52    | 0.00%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2819840.43    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $6618320.97    | 0.01%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      2500000 | PA      | $2684344.86    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      5789000 | PA      | $4382951.40    | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       946000 | PA      | $787263.61     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     22500000 | PA      | $25538226.06   | 0.02%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8522660.01    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      8843000 | PA      | $8715913.20    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $12021412.58   | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5508143.96    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      8400000 | PA      | $9132730.91    | 0.01%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3454467.91    | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $1772713.56    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     21800000 | PA      | $21819677.86   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      9338000 | PA      | $9352176.17    | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $8659355.46    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     11500000 | PA      | $12039236.40   | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1099680.53    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     22354000 | PA      | $25501756.60   | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      7284000 | PA      | $7475237.24    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3688110.38    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     15860000 | PA      | $15841054.58   | 0.01%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      2800000 | PA      | $2843004.12    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2789866.24    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5696556.39    | 0.00%             | 2027-07-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     13217000 | PA      | $14886458.64   | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      4967000 | PA      | $5485851.01    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1282085.47    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     20000000 | PA      | $21290883.21   | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     13933000 | PA      | $16350812.75   | 0.01%             | 2079-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1099441.81    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5563958.63    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1072100.82    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $4957070.73    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $11411979.21   | 0.01%             | 2027-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2301964.81    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $4957415.12    | 0.00%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                              | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |      1400000 | PA      | $1496447.41    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4600000 | PA      | $5109333.05    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2188591.47    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    200000000 | PA      | $1269680.30    | 0.00%             | 2032-09-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     75514000 | PA      | $85887079.28   | 0.07%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $6418730.70    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      7643000 | PA      | $8656069.79    | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     16500000 | PA      | $18417697.05   | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $7529193.76    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3085436.89    | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      9600000 | PA      | $12692146.32   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $9175954.32    | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      4752000 | PA      | $4853823.75    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                  | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $860161.06     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $1989137.61    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3025504.30    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      7800000 | PA      | $8176263.26    | 0.01%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5465123.24    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     21500000 | PA      | $24288232.64   | 0.02%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $1721940.05    | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2156201.51    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3467034.29    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     15000000 | PA      | $16785489.11   | 0.01%             | 2033-04-27      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                    | HALEON NL CAP BV               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      4800000 | PA      | $5009068.32    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4531639.84    | 0.00%             | 2028-03-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      9218000 | PA      | $9991215.94    | 0.01%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      9300000 | PA      | $8745589.71    | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $4934570.20    | 0.00%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $4026046.87    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      4600000 | PA      | $5045046.44    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3575798.79    | 0.00%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3728036.09    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      8600000 | PA      | $9534480.11    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4728533.83    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $5934924.05    | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     35800000 | PA      | $40304152.21   | 0.03%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      5500000 | PA      | $7043426.74    | 0.01%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                               | JIGSAW FUNDING                 | CUSIP: N/A<br>LEI: 213800JR9H24DDKNFB02       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $987071.68     | 0.00%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      6268000 | PA      | $7243848.93    | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      6900000 | PA      | $8064260.36    | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $3601342.35    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9600000 | PA      | $10917425.34   | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      5800000 | PA      | $7440964.44    | 0.01%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       934000 | PA      | $1225207.48    | 0.00%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      4200000 | PA      | $5374100.74    | 0.00%             | 2028-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $11885512.82   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     13950000 | PA      | $15113399.12   | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $26141835.56   | 0.02%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5707398.57    | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      2650000 | PA      | $2959777.77    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $16267735.31   | 0.01%             | 2032-05-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $8763455.51    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2707054.10    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     10300000 | PA      | $11862370.70   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      9600000 | PA      | $11022407.09   | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     17000000 | PA      | $19542359.36   | 0.02%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      2906000 | PA      | $3354472.76    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     11400000 | PA      | $12796742.61   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10241373.26   | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3440417.56    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      2500000 | PA      | $2928277.97    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3431396.54    | 0.00%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5418898.76    | 0.00%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9221007.86    | 0.01%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3351387.90    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2826654.88    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      4450000 | PA      | $5251397.24    | 0.00%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      3700000 | PA      | $4886208.35    | 0.00%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10700000 | PA      | $12483993.05   | 0.01%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     16900000 | PA      | $19536003.15   | 0.02%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     26805000 | PA      | $29222223.37   | 0.02%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11171907.99   | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2921614.28    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8113820.43    | 0.01%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1213669.03    | 0.00%             | 2031-08-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |      6050000 | PA      | $7033375.03    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4669000 | PA      | $4732666.17    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      5000000 | PA      | $5742716.04    | 0.00%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     11000000 | PA      | $11982091.63   | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $6714160.91    | 0.01%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5124008.12    | 0.00%             | 2030-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |     12456000 | PA      | $14567758.52   | 0.01%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $7191987.05    | 0.01%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      5843000 | PA      | $6949649.50    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4723743.29    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7679648.50    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3631549.46    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      3440000 | PA      | $4014549.92    | 0.00%             | 2027-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      4300000 | PA      | $5041099.90    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                 | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1358465.97    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5457183.48    | 0.00%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      6000000 | PA      | $6538129.88    | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8930000 | PA      | $9817425.32    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5798079.44    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $4665957.00    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $2281298.01    | 0.00%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2443046.68    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2875128.95    | 0.00%             | 2028-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8136670.33    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                                | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     11400000 | PA      | $13195792.04   | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     11700000 | PA      | $13731585.99   | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $5394966.59    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      6500000 | PA      | $8504321.67    | 0.01%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      7000000 | PA      | $7896279.30    | 0.01%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2367988.24    | 0.00%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5850740.51    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17414441.52   | 0.01%             | 2027-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2476430.65    | 0.00%             | 2043-03-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4563095.06    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5782340.21    | 0.00%             | 2030-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     12500000 | PA      | $13900511.77   | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5771200.51    | 0.00%             | 2029-09-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $5857873.96    | 0.00%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $3576510.69    | 0.00%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3542886.69    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $6425854.42    | 0.01%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6498817.51    | 0.01%             | 2032-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                  | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4136585.53    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       900000 | PA      | $1256918.35    | 0.00%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2937687.12    | 0.00%             | 2030-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |     15300000 | PA      | $17721857.00   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |      5000000 | PA      | $5844317.72    | 0.00%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3568783.62    | 0.00%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $8743232.15    | 0.01%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      7900000 | PA      | $9055325.04    | 0.01%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      3500000 | PA      | $4408388.14    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                            | ESTONIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EE        |      6532000 | PA      | $7966370.91    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      3696000 | PA      | $4238207.07    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1214669.92    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11794666.47   | 0.01%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      4800000 | PA      | $5905911.51    | 0.01%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     30000000 | PA      | $34545802.27   | 0.03%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1725000 | PA      | $2016855.06    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1547000 | PA      | $1768420.09    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $12249217.47   | 0.01%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6140878.45    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3800000 | PA      | $4614356.44    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3121000 | PA      | $3896825.32    | 0.00%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5391845.48    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $9001117.02    | 0.01%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     22000000 | PA      | $26851635.66   | 0.02%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12007271.93   | 0.01%             | 2028-10-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     18000000 | PA      | $22705304.78   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3600000 | PA      | $4304854.14    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1835660.70    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      4184000 | PA      | $5205076.26    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3878413.65    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $12887329.63   | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5515288.98    | 0.00%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12167000 | PA      | $15081016.51   | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      7500000 | PA      | $8961788.02    | 0.01%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $10617032.98   | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     14000000 | PA      | $17062769.37   | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3649595.38    | 0.00%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4821361.83    | 0.00%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                   | GSK CAPITAL BV                 | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10352435.26   | 0.01%             | 2032-11-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      7200000 | PA      | $9785175.72    | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2538712.48    | 0.00%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5785849.42    | 0.00%             | 2034-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9981670.88    | 0.01%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1203172.02    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8546668.89    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $7025697.56    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $4197608.21    | 0.00%             | 2032-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $6111960.31    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     12000000 | PA      | $14685023.64   | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3272005.90    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11979645.39   | 0.01%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      8800000 | PA      | $12113579.49   | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7054586.21    | 0.01%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      7500000 | PA      | $8728401.91    | 0.01%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2952625.63    | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3656544.68    | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |     25000000 | PA      | $29209391.43   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $9990304.84    | 0.01%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      8000000 | PA      | $9552224.95    | 0.01%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $18863481.07   | 0.02%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8819263.52    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3743807.43    | 0.00%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      7000000 | PA      | $8608451.45    | 0.01%             | 2033-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     10400000 | PA      | $12369619.09   | 0.01%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4207481.13    | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11808623.51   | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6789856.02    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $16771020.93   | 0.01%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2725551.41    | 0.00%             | 2030-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $13186796.79   | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3607848.55    | 0.00%             | 2031-01-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      9500000 | PA      | $11604306.59   | 0.01%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     24134000 | PA      | $28052121.44   | 0.02%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     18511000 | PA      | $21480672.84   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5837320.42    | 0.00%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4531917.61    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1772461.95    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3545264.73    | 0.00%             | 2028-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5894101.00    | 0.00%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5943630.78    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11977879.05   | 0.01%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2248480.10    | 0.00%             | 2030-01-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5947676.94    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $7880168.84    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      9000000 | PA      | $10777099.75   | 0.01%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     23407000 | PA      | $27662213.56   | 0.02%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     38000000 | PA      | $44831198.89   | 0.04%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     11111000 | PA      | $13049765.13   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $29350901.30   | 0.02%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11782157.71   | 0.01%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | HEIDELBERG MATER               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $14249421.68   | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $6801740.13    | 0.01%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3232935.43    | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5587803.87    | 0.00%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5427536.95    | 0.00%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6142499.26    | 0.01%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      4000000 | PA      | $5660502.74    | 0.00%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3590246.62    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     15000000 | PA      | $17419972.94   | 0.01%             | 2030-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2234604.83    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5991065.00    | 0.01%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3695698.69    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2512476.58    | 0.00%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8478184.90    | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2421272.87    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2369741.67    | 0.00%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |      3500000 | PA      | $4199696.44    | 0.00%             | 2028-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1179825.20    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2311915.95    | 0.00%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      6584000 | PA      | $7246014.84    | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $8091138.66    | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5387766.64    | 0.00%             | 2035-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     11500000 | PA      | $13546590.31   | 0.01%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5487248.25    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      8300000 | PA      | $10339713.63   | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      3985000 | PA      | $4697639.19    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      1500000 | PA      | $1642589.46    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17270179.44   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      6990000 | PA      | $8127120.44    | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |        42000 | PA      | $50397.94      | 0.00%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      7700000 | PA      | $9232275.08    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     18500000 | PA      | $21379512.13   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $7075752.05    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      8500000 | PA      | $9529791.86    | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $9564796.14    | 0.01%             | 2029-02-16      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $2065589.09    | 0.00%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5989430.70    | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5812876.81    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     15000000 | PA      | $17599618.80   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2513153.44    | 0.00%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      4645000 | PA      | $5924379.42    | 0.01%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8273258.74    | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      3570000 | PA      | $4202847.77    | 0.00%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $10215101.87   | 0.01%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      8500000 | PA      | $10229852.25   | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4185000 | PA      | $5133914.12    | 0.00%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5975101.61    | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $2340371.21    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2678991.52    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6335392.83    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $9727762.42    | 0.01%             | 2030-12-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $4133339.05    | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      4700000 | PA      | $5681553.18    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2361993.47    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9823731.43    | 0.01%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2602192.38    | 0.00%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      9902000 | PA      | $13214146.64   | 0.01%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      4057000 | PA      | $4885472.82    | 0.00%             | 2028-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2750514.70    | 0.00%             | 2028-06-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12014357.26   | 0.01%             | 2029-03-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $13006334.89   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8398354.43    | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3600815.45    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $12152405.45   | 0.01%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | PANDORA A/S                    | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | CORP              | DK        |      8885000 | PA      | $10602644.53   | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      5200000 | PA      | $6244950.74    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5934887.68    | 0.01%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     20000000 | PA      | $24640324.49   | 0.02%             | 2032-03-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $3028646.73    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17851565.59   | 0.02%             | 2029-03-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     12500000 | PA      | $14838045.15   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     11055000 | PA      | $13223998.31   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3500000 | PA      | $4870704.62    | 0.00%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $12142697.02   | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4958224.41    | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $6150034.68    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5982096.56    | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     12500000 | PA      | $14992880.35   | 0.01%             | 2030-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                        | NESTE                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $6044852.78    | 0.01%             | 2033-03-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      1000000 | PA      | $1369050.97    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5987707.19    | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     11000000 | PA      | $13149250.21   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4598000 | PA      | $5476291.87    | 0.00%             | 2029-04-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3663173.92    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5946622.41    | 0.01%             | 2028-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3575454.06    | 0.00%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $6128830.58    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3555454.71    | 0.00%             | 2029-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1660617.15    | 0.00%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     20000000 | PA      | $23573183.51   | 0.02%             | 2028-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $10072350.81   | 0.01%             | 2033-04-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2933665.91    | 0.00%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     11955000 | PA      | $15076629.71   | 0.01%             | 2043-07-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                    | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9552260.63    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      4400000 | PA      | $4976486.07    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      9000000 | PA      | $10842190.12   | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      3400000 | PA      | $4101441.27    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $15542406.19   | 0.01%             | 2029-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $15641092.88   | 0.01%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      8500000 | PA      | $10182923.04   | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      9400000 | PA      | $11122240.22   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      6500000 | PA      | $8304684.27    | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                  | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10695947.50   | 0.01%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      5800000 | PA      | $7504089.46    | 0.01%             | 2043-11-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3525106.24    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $10865546.69   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6135632.24    | 0.01%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     10000000 | PA      | $11941545.20   | 0.01%             | 2028-05-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     13000000 | PA      | $15484908.51   | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $5376070.40    | 0.00%             | 2030-05-12      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9694121.07    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1185010.50    | 0.00%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      9500000 | PA      | $11310232.88   | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $21030732.02   | 0.02%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8694892.70    | 0.01%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6130028.65    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2382912.36    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                                     | INCHCAPE PLC                   | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6917207.90    | 0.01%             | 2028-06-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2371786.40    | 0.00%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8490670.07    | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                     | AUSTRALIA PACI                 | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |      8000000 | PA      | $9677173.57    | 0.01%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     22000000 | PA      | $27163201.39   | 0.02%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5834415.05    | 0.00%             | 2033-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $6116985.88    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      7650000 | PA      | $9385751.27    | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     15000000 | PA      | $18591816.96   | 0.02%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2301661.54    | 0.00%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      9680000 | PA      | $11676962.75   | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     39777000 | PA      | $46494006.53   | 0.04%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     52771000 | PA      | $61670150.85   | 0.05%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6093734.71    | 0.01%             | 2033-08-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7428300.45    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                           | SUMISHO AIR LEAS               | CUSIP: 00912XBN3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2681044.88    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5999690.16    | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |      3810000 | PA      | $4543792.67    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      6273000 | PA      | $7515376.36    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4013769.83    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2364064.96    | 0.00%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     10700000 | PA      | $12156528.04   | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7043055.81    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3062766.79    | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9935313.59    | 0.01%             | 2034-05-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $14368478.78   | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23528206.91   | 0.02%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      3000000 | PA      | $3486711.70    | 0.00%             | 2033-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3555654.00    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      2667000 | PA      | $3159620.12    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |      2900000 | PA      | $3386324.86    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     12500000 | PA      | $14573315.26   | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6017334.81    | 0.01%             | 2032-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      7500000 | PA      | $8849758.46    | 0.01%             | 2029-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5836764.11    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $11786802.17   | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8466630.56    | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     10000000 | PA      | $11935624.14   | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      4344000 | PA      | $5318606.24    | 0.00%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3659502.28    | 0.00%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |      2500000 | PA      | $2928966.32    | 0.00%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6262964.43    | 0.01%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3993618.16    | 0.00%             | 2043-12-26      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     20000000 | PA      | $24392710.23   | 0.02%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2985395.69    | 0.00%             | 2031-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5457903.98    | 0.00%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      8300000 | PA      | $10425433.79   | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2611090.57    | 0.00%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $6974092.33    | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5945976.90    | 0.01%             | 2027-06-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $6195606.91    | 0.01%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      9509000 | PA      | $11645792.14   | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5946077.25    | 0.01%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5824044.68    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1769000 | PA      | $2175281.42    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $5022728.67    | 0.00%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4992570 | PA      | $5958565.38    | 0.01%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      3420000 | PA      | $4182646.80    | 0.00%             | 2030-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     54484000 | PA      | $63422128.71   | 0.05%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |      7059000 | PA      | $8463094.32    | 0.01%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9419952.75    | 0.01%             | 2033-07-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4856125.34    | 0.00%             | 2029-07-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     22500000 | PA      | $26847858.03   | 0.02%             | 2028-07-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2527380.66    | 0.00%             | 2034-07-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                     | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6035937.74    | 0.01%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2386942.44    | 0.00%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9000000 | PA      | $10679877.19   | 0.01%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5915218.48    | 0.01%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5707966.51    | 0.00%             | 2041-07-31      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      4924000 | PA      | $5989016.12    | 0.01%             | 2034-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      2600000 | PA      | $3147506.43    | 0.00%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      2500000 | PA      | $3461983.37    | 0.00%             | 2028-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      3470000 | PA      | $4777460.70    | 0.00%             | 2028-10-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3586822.85    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $4155473.37    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $6009723.10    | 0.01%             | 2032-09-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11929863.87   | 0.01%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     14430000 | PA      | $18219975.25   | 0.02%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1203147.02    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $10457051.58   | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7254724.70    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2451278.63    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10200000 | PA      | $12376857.46   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8700000 | PA      | $10682155.14   | 0.01%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                        | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4812746.31    | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |      5750000 | PA      | $7887683.11    | 0.01%             | 2030-09-06      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |      9615000 | PA      | $11499198.89   | 0.01%             | 2030-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2187639.68    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     10000000 | PA      | $11902407.51   | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $13701590.31   | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4833907.68    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      9545000 | PA      | $11134462.52   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3560079.83    | 0.00%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1311829.41    | 0.00%             | 2038-12-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $3031010.76    | 0.00%             | 2028-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $7151697.06    | 0.01%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3455520.83    | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6864650.31    | 0.01%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      1183000 | PA      | $1551510.89    | 0.00%             | 2041-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6139876.74    | 0.01%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $12339157.18   | 0.01%             | 2029-01-25      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2530121.94    | 0.00%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6161821.65    | 0.01%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3605655.00    | 0.00%             | 2029-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |     16000000 | PA      | $19508412.60   | 0.02%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     18000000 | PA      | $22371472.33   | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     10000000 | PA      | $12555511.87   | 0.01%             | 2031-10-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     12500000 | PA      | $14791713.86   | 0.01%             | 2027-08-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3047058.36    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      5000000 | PA      | $6063962.15    | 0.01%             | 2029-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     19481000 | PA      | $24053085.70   | 0.02%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     20291000 | PA      | $25582151.83   | 0.02%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      4000000 | PA      | $4960054.36    | 0.00%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     15000000 | PA      | $18292759.87   | 0.02%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $12009978.37   | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2999870.02    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |     11500000 | PA      | $14341472.85   | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     19300000 | PA      | $23440782.71   | 0.02%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11974849.86   | 0.01%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10911112.70   | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     10000000 | PA      | $12406882.05   | 0.01%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10500000 | PA      | $12889580.81   | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10683848.82   | 0.01%             | 2035-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11817750.98   | 0.01%             | 2027-12-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1774118.21    | 0.00%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5946455.17    | 0.01%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      3077000 | PA      | $4225259.88    | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4614000 | PA      | $6014563.03    | 0.01%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |    400000000 | PA      | $2501457.25    | 0.00%             | 2028-12-07      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8394191.61    | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4776073.19    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1463355.24    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      3600000 | PA      | $4271668.64    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2716691.91    | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      4477000 | PA      | $5277244.38    | 0.00%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $20564967.50   | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5899226.92    | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $11879848.79   | 0.01%             | 2032-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4103046.68    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6957316.47    | 0.01%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2345218.12    | 0.00%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     20300000 | PA      | $23840922.79   | 0.02%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     26856000 | PA      | $35799894.47   | 0.03%             | 2029-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     24250000 | PA      | $32495420.40   | 0.03%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $16028897.43   | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $11361099.15   | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      9400000 | PA      | $11144380.95   | 0.01%             | 2029-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     11000000 | PA      | $12401215.67   | 0.01%             | 2034-01-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     24503000 | PA      | $28820426.40   | 0.02%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $8393466.39    | 0.01%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2361016.05    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5802829.20    | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2351483.43    | 0.00%             | 2029-01-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3507148.70    | 0.00%             | 2034-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8145579.27    | 0.01%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6045127.90    | 0.01%             | 2044-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11837555.15   | 0.01%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2353206.59    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6029827.13    | 0.01%             | 2079-12-31      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7068251.72    | 0.01%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5458276.83    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $2175617.57    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     13879000 | PA      | $15012765.86   | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2307438.24    | 0.00%             | 2034-01-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10495181.58   | 0.01%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7248702.47    | 0.01%             | 2034-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12219606.29   | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2248301.17    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2368889.13    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9400641.05    | 0.01%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     22629000 | PA      | $27161771.61   | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     15000000 | PA      | $17040432.23   | 0.01%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     12100000 | PA      | $14292247.46   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7100248.70    | 0.01%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8228514.41    | 0.01%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11583915.37   | 0.01%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $11523252.93   | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     20000000 | PA      | $23373827.38   | 0.02%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3492073.40    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5400000 | PA      | $6310584.82    | 0.01%             | 2029-02-08      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |     15000000 | PA      | $17266429.63   | 0.01%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $12134678.65   | 0.01%             | 2036-02-08      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CT4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1266000 | PA      | $1484982.58    | 0.00%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |     12052000 | PA      | $14339178.76   | 0.01%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $13362168.98   | 0.01%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2366608.96    | 0.00%             | 2035-02-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      7364000 | PA      | $8558390.89    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     12000000 | PA      | $13925570.42   | 0.01%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $11998113.94   | 0.01%             | 2034-05-14      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2647608.82    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     10222000 | PA      | $13750238.21   | 0.01%             | 2029-02-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $3538400.29    | 0.00%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11566234.33   | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     20085000 | PA      | $23141664.86   | 0.02%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $6003721.06    | 0.01%             | 2029-08-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5674064.57    | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     11000000 | PA      | $12826994.88   | 0.01%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $3200354.15    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9084471.09    | 0.01%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10493905.59   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      7500000 | PA      | $8824829.26    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXHAI017       | Long             | DBT              | CORP              | NO        |      6000000 | PA      | $6831208.05    | 0.01%             | 2036-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      8000000 | PA      | $9428787.04    | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     14000000 | PA      | $15080029.06   | 0.01%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $8998194.69    | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |      1900000 | PA      | $2243772.26    | 0.00%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8308139.50    | 0.01%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $14173071.43   | 0.01%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $10187310.63   | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     22953000 | PA      | $27402025.93   | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Securitas Treasury Ireland DAC                                                   | SECURITAS TREASU               | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5941235.36    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5830911.12    | 0.00%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leasys SpA                                                                       | LEASYS SPA                     | CUSIP: N/A<br>LEI: 5493009CCXH3RNCA7U43       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8302600.57    | 0.01%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 681919BE5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5799586.99    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5843280.80    | 0.00%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2831680.74    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellevio AB                                                                       | ELLEVIO AB                     | CUSIP: N/A<br>LEI: 635400VVAMAJWNK9IT79       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3592533.83    | 0.00%             | 2034-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3386392.10    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     23200000 | PA      | $27924983.41   | 0.02%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $11674542.25   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2932227.18    | 0.00%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5861624.94    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5851623.10    | 0.00%             | 2029-03-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2864988.03    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2291687.39    | 0.00%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     10000000 | PA      | $13514808.36   | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2332216.80    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9613008.73    | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $23571704.71   | 0.02%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4738000 | PA      | $5517510.14    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      7300000 | PA      | $8599074.82    | 0.01%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| easyJet PLC                                                                      | EASYJET PLC                    | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5834146.87    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11460374.65   | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5835030.63    | 0.00%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      7800000 | PA      | $9156643.57    | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5603814.60    | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5885237.01    | 0.00%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     13000000 | PA      | $17463697.92   | 0.01%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     13860000 | PA      | $16283087.23   | 0.01%             | 2035-03-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $7444297.82    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     17000000 | PA      | $19935759.81   | 0.02%             | 2034-03-21      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6058880.83    | 0.01%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6512531.14    | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5961029.55    | 0.01%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     14150000 | PA      | $16666709.57   | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2364094.07    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      9318000 | PA      | $10932096.89   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |      9100000 | PA      | $10796135.17   | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $12453417.79   | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     14000000 | PA      | $16135215.95   | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |     10600000 | PA      | $14733078.17   | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8371353.21    | 0.01%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4457964.21    | 0.00%             | 2044-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $20128286.72   | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      1500000 | PA      | $1827561.64    | 0.00%             | 2029-08-02      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11804784.50   | 0.01%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $5177477.43    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      3063000 | PA      | $3550823.20    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     10200000 | PA      | $12766018.10   | 0.01%             | 2044-11-02      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCM1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4620000 | PA      | $5902761.04    | 0.01%             | 2040-05-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2588042.34    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      8000000 | PA      | $9589405.23    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                  | WERFEN SA/SPAIN                | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |     11000000 | PA      | $13170066.53   | 0.01%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SP-Kiinnitysluottopankki Oyj                                                     | SP KIINNITYSLUO                | CUSIP: N/A<br>LEI: 7437001BISR7R2A9KX89       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5869855.16    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      4337000 | PA      | $5056832.88    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3285801.07    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3568351.95    | 0.00%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     46100000 | PA      | $53631970.29   | 0.05%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8316591.65    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |     17266000 | PA      | $20149015.07   | 0.02%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      6400000 | PA      | $7525499.63    | 0.01%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     17892000 | PA      | $21484588.98   | 0.02%             | 2034-08-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5950734.29    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2714087.43    | 0.00%             | 2034-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2240000 | PA      | $2667204.80    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17256403.73   | 0.01%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5859390.90    | 0.00%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5847555.82    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CZ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5281829.20    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5015899.46    | 0.00%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      4700000 | PA      | $5815089.33    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2247816.47    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     25100000 | PA      | $29312439.42   | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co XI LLC                                                      | KKR GROUP                      | CUSIP: N/A<br>LEI: 549300ZNBIV68L4CNT87       | Long             | DBT              | CORP              | US        |    400000000 | PA      | $2473205.71    | 0.00%             | 2029-05-30      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $6116848.00    | 0.01%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5828117.83    | 0.00%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7555956.39    | 0.01%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4195745.02    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3247165.34    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      2300000 | PA      | $2344135.10    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      8000000 | PA      | $9637153.99    | 0.01%             | 2030-05-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                                | MONDI FINANCE PL               | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5774604.10    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      5500000 | PA      | $6474933.60    | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8040785.85    | 0.01%             | 2036-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2754106.89    | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       945000 | PA      | $1078189.64    | 0.00%             | 2057-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Redexis SA                                                                       | REDEXIS SA                     | CUSIP: N/A<br>LEI: 635400DYWVUY8IC5MR90       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5929088.09    | 0.01%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3525922.75    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     21652000 | PA      | $25350910.12   | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5863459.94    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3581810.43    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5892410.36    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4157702.25    | 0.00%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1180245.01    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $4725399.54    | 0.00%             | 2030-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11904085.83   | 0.01%             | 2034-06-04      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6053619.36    | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L               | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |      7700000 | PA      | $9265793.70    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5632225.13    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      1968000 | PA      | $2338923.18    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $2052075.63    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      2966000 | PA      | $3211161.29    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $7132111.88    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12756690.10   | 0.01%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8319499.95    | 0.01%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      4162000 | PA      | $4918566.52    | 0.00%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5923864.76    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4738128.94    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                                          | ITV PLC                        | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5889645.83    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                   | RED ELECTRICA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $2997589.82    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2410774.96    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      4700000 | PA      | $5472369.61    | 0.00%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10611786.96   | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11693265.48   | 0.01%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG                         | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5720325.95    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                 | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      2400000 | PA      | $3023767.11    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      1900000 | PA      | $2274445.23    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      2220000 | PA      | $2987906.45    | 0.00%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: N/A<br>LEI: E0KSF7PFQ210NWI8Z391       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10561882.79   | 0.01%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      9600000 | PA      | $11383751.10   | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     15500000 | PA      | $18312347.62   | 0.02%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3618493.08    | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4675408.64    | 0.00%             | 2034-07-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |     12240000 | PA      | $14205389.09   | 0.01%             | 2031-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     11548000 | PA      | $15327902.87   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     18000000 | PA      | $21339613.14   | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $4516775.80    | 0.00%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2550487.11    | 0.00%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11801328.10   | 0.01%             | 2032-07-24      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11791562.16   | 0.01%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $5952245.40    | 0.01%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DX5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3161462.63    | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10177074.04   | 0.01%             | 2036-08-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $7945003.28    | 0.01%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9515885.94    | 0.01%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3486658.19    | 0.00%             | 2054-08-27      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5830976.25    | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     23000000 | PA      | $25903419.90   | 0.02%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1283293.12    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     12500000 | PA      | $14389194.56   | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                  | BMW INTL INV BV                | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     10250000 | PA      | $11617108.97   | 0.01%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11677752.18   | 0.01%             | 2030-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     40000000 | PA      | $46326356.77   | 0.04%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      2266000 | PA      | $2680924.88    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      4666000 | PA      | $5318976.48    | 0.00%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                 | ELM BV FOR JULIU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4725829.10    | 0.00%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5772534.37    | 0.00%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5731576.34    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2472939.72    | 0.00%             | 2041-12-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $8176231.48    | 0.01%             | 2032-09-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4057164.08    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3998012.54    | 0.00%             | 2036-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $2009044.43    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $5910054.23    | 0.01%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8226375.08    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10485961.27   | 0.01%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $23426639.27   | 0.02%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $6811296.38    | 0.01%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     10000000 | PA      | $11533142.11   | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                     | CASTELLUM AB                   | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |      1890000 | PA      | $2229410.23    | 0.00%             | 2030-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3542578.95    | 0.00%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2263555.24    | 0.00%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                          | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5733259.94    | 0.00%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $3676672.66    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4029773.88    | 0.00%             | 2032-09-16      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11685984.16   | 0.01%             | 2032-09-12      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                   | JUST GROUP PLC                 | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2024525.74    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5838403.11    | 0.00%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      2380000 | PA      | $3250011.68    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      8200000 | PA      | $9331806.59    | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                     | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |     20129000 | PA      | $23347072.50   | 0.02%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11700432.96   | 0.01%             | 2032-09-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5840338.46    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER               | CUSIP: N/A<br>LEI: 549300RIPPWJB5Z0FK07       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6983958.79    | 0.01%             | 2031-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      5000000 | PA      | $5921008.09    | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5853103.07    | 0.00%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5802449.52    | 0.00%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FCC Servicios Medio Ambiente Holding SA                                          | MEDIO AMBIENTE                 | CUSIP: N/A<br>LEI: 959800JMZW3HYQVLKG81       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5775334.70    | 0.00%             | 2031-10-08      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5786261.37    | 0.00%             | 2033-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5858663.24    | 0.00%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5714941.62    | 0.00%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $11647961.43   | 0.01%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     13487000 | PA      | $14667637.03   | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     19000000 | PA      | $21984764.97   | 0.02%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2638243.28    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5725083.71    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9050133.85    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      4450000 | PA      | $5134222.44    | 0.00%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                  | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6953734.26    | 0.01%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2365408.08    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5877194.58    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11529923.96   | 0.01%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5017707.44    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     12000000 | PA      | $13566092.79   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1159437.85    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                    | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      2700000 | PA      | $3511969.64    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |      7422000 | PA      | $8520378.78    | 0.01%             | 2030-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8067673.70    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2301600.74    | 0.00%             | 2030-10-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      5000000 | PA      | $5741278.32    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2179451.37    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5744147.30    | 0.00%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     19577000 | PA      | $22240980.46   | 0.02%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4421000 | PA      | $5766792.63    | 0.00%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AQ2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5717307.11    | 0.00%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     25000000 | PA      | $28991142.47   | 0.02%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     11000000 | PA      | $12678038.90   | 0.01%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5679914.63    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11642945.25   | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1657618.10    | 0.00%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | NATL BK GREECE                 | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |     16135000 | PA      | $18902889.63   | 0.02%             | 2030-11-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      3262000 | PA      | $3671134.07    | 0.00%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3052351.23    | 0.00%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11587115.91   | 0.01%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1264803.18    | 0.00%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $8448391.64    | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5752182.11    | 0.00%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5741021.87    | 0.00%             | 2032-11-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |     10000000 | PA      | $11303994.05   | 0.01%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1347899.72    | 0.00%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      4000000 | PA      | $4691722.37    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sudzucker International Finance BV                                               | SUDZUCKER INT                  | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8196007.95    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     25968000 | PA      | $31116021.14   | 0.03%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $5401003.96    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |      7700000 | PA      | $10431915.81   | 0.01%             | 2030-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     11000000 | PA      | $12626487.40   | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10370931.87   | 0.01%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      7850000 | PA      | $9181106.70    | 0.01%             | 2035-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     55959000 | PA      | $65536352.67   | 0.06%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     11600000 | PA      | $13628687.24   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5396249.95    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $22996846.40   | 0.02%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11489228.83   | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      8400000 | PA      | $9788179.80    | 0.01%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      8000000 | PA      | $10876508.43   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     15000000 | PA      | $16626718.96   | 0.01%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     32210000 | PA      | $43899836.59   | 0.04%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $6806137.39    | 0.01%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     13000000 | PA      | $15023390.60   | 0.01%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8108115.55    | 0.01%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $9565556.02    | 0.01%             | 2031-01-27      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5724427.05    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $12666994.51   | 0.01%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     31266000 | PA      | $36238151.31   | 0.03%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stoneweg Ereit Lux Finco Sarl                                                    | STONEWEG EREIT                 | CUSIP: N/A<br>LEI: 213800VKBKU9G6DF2O19       | Long             | DBT              | CORP              | LU        |     10000000 | PA      | $11712361.93   | 0.01%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |      9861000 | PA      | $11363159.57   | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $17459282.57   | 0.01%             | 2035-07-31      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $4691837.38    | 0.00%             | 2031-04-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     20000000 | PA      | $23141479.95   | 0.02%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     15000000 | PA      | $17481482.16   | 0.01%             | 2031-01-28      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                  | J SAINSBURY PLC                | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3318080.69    | 0.00%             | 2035-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      4012000 | PA      | $4576903.94    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5748736.86    | 0.00%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5762000 | PA      | $6510538.67    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3452583.85    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     22329000 | PA      | $25226489.67   | 0.02%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                                   | CENT AMERICAN BK               | CUSIP: N/A<br>LEI: 549300OLDAMXBPSHIC05       | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $4069837.89    | 0.00%             | 2028-02-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     16000000 | PA      | $18424174.37   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3341451.78    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3162469.97    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $7969112.59    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      4556000 | PA      | $5186413.77    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4531918.69    | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LP4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5590760.62    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     25000000 | PA      | $28389063.11   | 0.02%             | 2032-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ELM BV for Swiss Prime Site AG                                                   | ELM BV SWISS PRI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2843615.29    | 0.00%             | 2031-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      6500000 | PA      | $8342201.34    | 0.01%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9269124.68    | 0.01%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10288650.46   | 0.01%             | 2037-05-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5748032.67    | 0.00%             | 2032-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     12000000 | PA      | $13937889.52   | 0.01%             | 2032-02-18      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                                 | SPAREBANKEN N BO               | CUSIP: N/A<br>LEI: 5967007LIEEXZX6AO004       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11486843.97   | 0.01%             | 2031-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5773664.59    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2269284.30    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4392000 | PA      | $4784267.77    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3692207.26    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $4039296.55    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5744245.89    | 0.00%             | 2032-02-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5627453.07    | 0.00%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      3465000 | PA      | $4009809.59    | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     19134000 | PA      | $21671613.01   | 0.02%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4591658.40    | 0.00%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      6000000 | PA      | $8111799.74    | 0.01%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8041357.65    | 0.01%             | 2036-03-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                   | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $8795903.79    | 0.01%             | 2032-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5736289.13    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9254857.79    | 0.01%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7145000 | PA      | $8214293.40    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11640673.06   | 0.01%             | 2037-03-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                      | PFIZER NETHERLAN               | CUSIP: 71708LAD1<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5770904.75    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     27228000 | PA      | $32646149.68   | 0.03%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     12629000 | PA      | $14921219.76   | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5367264.99    | 0.00%             | 2034-09-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                | SWISS RE SUB FIN               | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5815535.72    | 0.00%             | 2033-03-26      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1165822.26    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5863402.43    | 0.00%             | 2030-03-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2737438.72    | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8214250.57    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5888703.39    | 0.00%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     25000000 | PA      | $29013497.56   | 0.02%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9442291.53    | 0.01%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11888128.89   | 0.01%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     11000000 | PA      | $12748266.23   | 0.01%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11596536.79   | 0.01%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |      6012000 | PA      | $7027690.25    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |      5500000 | PA      | $7062560.74    | 0.01%             | 2050-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     14000000 | PA      | $16163161.95   | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11617465.32   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     11418000 | PA      | $13149003.40   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      9000000 | PA      | $10364427.26   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6886951.71    | 0.01%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      6000000 | PA      | $6767367.61    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BE6<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      7000000 | PA      | $8116212.80    | 0.01%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      8000000 | PA      | $9246121.15    | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAP2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8080259.92    | 0.01%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5707471.92    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6730887.76    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10988511.14   | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5560742.17    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $6986057.98    | 0.01%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $5815970.56    | 0.00%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      4400000 | PA      | $5040668.60    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5791453.60    | 0.00%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      8000000 | PA      | $10787969.34   | 0.01%             | 2027-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $11614950.18   | 0.01%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11702969.22   | 0.01%             | 2034-05-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8170078.86    | 0.01%             | 2031-08-14      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11736928.77   | 0.01%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5843068.95    | 0.00%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6400000 | PA      | $7336187.87    | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11464386.19   | 0.01%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      4199000 | PA      | $4896538.46    | 0.00%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4317698.59    | 0.00%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6971753.07    | 0.01%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9291527.31    | 0.01%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8114206.64    | 0.01%             | 2031-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN               | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2375350.77    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5748921.12    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11461886.31   | 0.01%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     15000000 | PA      | $17650980.64   | 0.01%             | 2036-05-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $12800714.99   | 0.01%             | 2031-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17330192.26   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     25500000 | PA      | $29440532.81   | 0.02%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     36418000 | PA      | $41956646.07   | 0.04%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $17294880.66   | 0.01%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8075108.77    | 0.01%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     13000000 | PA      | $14704053.79   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      8000000 | PA      | $9374414.20    | 0.01%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11531792.41   | 0.01%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9255847.42    | 0.01%             | 2032-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1882000 | PA      | $2194047.03    | 0.00%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8168412.74    | 0.01%             | 2030-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                           | BK OF QUEENSLAND               | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |      7925000 | PA      | $9097132.06    | 0.01%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4567930.49    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: N/A<br>LEI: 959800BYDMFZGPTXHN28       | Long             | DBT              | CORP              | ES        |      6750000 | PA      | $7807247.79    | 0.01%             | 2032-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     17000000 | PA      | $19670170.17   | 0.02%             | 2031-06-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6824814.01    | 0.01%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                             | DEUTSCHE EUROSHP               | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11720293.46   | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2695273.98    | 0.00%             | 2032-06-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4271456.57    | 0.00%             | 2035-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5633995.00    | 0.00%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      7329000 | PA      | $8362687.80    | 0.01%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                             | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |      5000000 | PA      | $5809253.17    | 0.00%             | 2030-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5772288.49    | 0.00%             | 2055-06-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | PACIFIC LIFE GF                | CUSIP: N/A<br>LEI: 6354003EUPCHXTWUU869       | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2867695.06    | 0.00%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6801748.97    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |     10000000 | PA      | $11530493.18   | 0.01%             | 2030-06-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5389000 | PA      | $6216451.21    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6322000 | PA      | $7222158.40    | 0.01%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      1500000 | PA      | $1727693.79    | 0.00%             | 2036-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $7492412.94    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $5809460.32    | 0.00%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $8150668.80    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                             | SWEDEN KINGDOM                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     54000000 | PA      | $62319173.80   | 0.05%             | 2028-06-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     10000000 | PA      | $11448252.02   | 0.01%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5801108.63    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11377063.13   | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5737531.44    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                             | HEIMSTADEN BOSTA               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $4617523.76    | 0.00%             | 2030-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      4900000 | PA      | $5657593.21    | 0.00%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $17341871.24   | 0.01%             | 2031-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3473648.98    | 0.00%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3428665.69    | 0.00%             | 2040-07-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     13000000 | PA      | $15004006.02   | 0.01%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     10827000 | PA      | $12551130.53   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     11418000 | PA      | $13246788.53   | 0.01%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4620858.34    | 0.00%             | 2029-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5663086.25    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3844055.22    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11566234.33   | 0.01%             | 2032-01-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: N/A<br>LEI: 5493001X4LH60PFRL744       | Long             | DBT              | CORP              | N/A       |     11000000 | PA      | $12555056.85   | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11576752.58   | 0.01%             | 2031-07-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $8007942.42    | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GE2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5629266.36    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4019698.89    | 0.00%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     46043000 | PA      | $52049362.88   | 0.04%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles SA                                                               | EL CORTE INGLES                | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9057503.44    | 0.01%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $11488841.53   | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3446311.63    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $11025179.58   | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      6723000 | PA      | $6441025.42    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      2500000 | PA      | $2883365.04    | 0.00%             | 2030-09-02      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      7000000 | PA      | $7989142.10    | 0.01%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      9000000 | PA      | $10402531.68   | 0.01%             | 2035-08-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      7000000 | PA      | $8057509.42    | 0.01%             | 2032-08-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5777503.01    | 0.00%             | 2037-08-26      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3000195.18    | 0.00%             | 2046-05-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5400000 | PA      | $6221673.11    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     14000000 | PA      | $15895977.55   | 0.01%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4561939.24    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $7984516.74    | 0.01%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      4000000 | PA      | $4547139.52    | 0.00%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      9000000 | PA      | $10397627.35   | 0.01%             | 2031-08-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5754994.76    | 0.00%             | 2031-09-04      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5723450.58    | 0.00%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5774859.95    | 0.00%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | KOOKMIN BANK                   | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |      5500000 | PA      | $6342547.15    | 0.01%             | 2029-09-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5653249.31    | 0.00%             | 2033-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2873892.51    | 0.00%             | 2055-09-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1955538.59    | 0.00%             | 2035-09-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      8000000 | PA      | $9199349.80    | 0.01%             | 2035-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |     34792000 | PA      | $40073428.56   | 0.03%             | 2032-09-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                  | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3468432.34    | 0.00%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sovereign Network Group                                                          | SOVEREIGN NETWOR               | CUSIP: N/A<br>LEI: 213800ECH34CSY2OI660       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3975691.84    | 0.00%             | 2040-09-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     19258000 | PA      | $22174033.90   | 0.02%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                                                   | AKTIA BANK                     | CUSIP: N/A<br>LEI: 743700GC62JLHFBUND16       | Long             | DBT              | CORP              | FI        |      2200000 | PA      | $2534717.24    | 0.00%             | 2030-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5643877.13    | 0.00%             | 2056-05-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11567062.93   | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9269775.35    | 0.01%             | 2032-03-10      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3869647.25    | 0.00%             | 2045-11-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      6000000 | PA      | $6835581.07    | 0.01%             | 2034-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      7000000 | PA      | $9334629.72    | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5710266.38    | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17339304.47   | 0.01%             | 2028-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3513071.64    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9069404.24    | 0.01%             | 2031-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Maybank Singapore Ltd                                                            | MAYBANK SINGA                  | CUSIP: N/A<br>LEI: 549300TVTVALJC1NA695       | Long             | DBT              | CORP              | SG        |      5000000 | PA      | $5789787.60    | 0.00%             | 2028-10-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $9827543.21    | 0.01%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3930555.91    | 0.00%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     68727000 | PA      | $79822204.45   | 0.07%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     20000000 | PA      | $23147371.67   | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $6681013.05    | 0.01%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1995058.70    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                             | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |     10000000 | PA      | $11631608.97   | 0.01%             | 2031-03-31      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSU                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $11397212.35   | 0.01%             | 2036-10-06      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| IDS Financing PLC                                                                | IDS FIN PLC                    | CUSIP: N/A<br>LEI: 2549003WF29F1G7TM942       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11342251.51   | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      8321000 | PA      | $9477900.48    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $11499505.31   | 0.01%             | 2035-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                           | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      6716000 | PA      | $7559186.72    | 0.01%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     15000000 | PA      | $17164068.60   | 0.01%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5625717.83    | 0.00%             | 2031-01-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $9121008.21    | 0.01%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5765495.99    | 0.00%             | 2031-10-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     19323000 | PA      | $22271629.44   | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     13701000 | PA      | $15675335.06   | 0.01%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      2350000 | PA      | $3148475.06    | 0.00%             | 2030-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      8500000 | PA      | $9787472.52    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Viridium Group Sarl                                                              | VIRIDIUM GRP                   | CUSIP: N/A<br>LEI: 529900KV8TZ3U89I6O72       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5547337.99    | 0.00%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4556977.99    | 0.00%             | 2032-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5727677.48    | 0.00%             | 2032-10-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10373676.09   | 0.01%             | 2030-10-22      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5697489.45    | 0.00%             | 2035-11-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAA4<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      6900000 | PA      | $7970873.74    | 0.01%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      9840000 | PA      | $11287001.76   | 0.01%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAC0<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5728680.95    | 0.00%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3412824.24    | 0.00%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      6920000 | PA      | $7783556.98    | 0.01%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7974534.85    | 0.01%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GT0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2228961.92    | 0.00%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      9958000 | PA      | $11299626.70   | 0.01%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBL1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11476646.13   | 0.01%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBM9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7912224.03    | 0.01%             | 2035-11-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                 | SMITHS GROUP PLC               | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5664546.27    | 0.00%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5711459.40    | 0.00%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5746251.66    | 0.00%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3445005.71    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5661064.64    | 0.00%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7732268.21    | 0.01%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11502113.16   | 0.01%             | 2030-11-10      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBH9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10366000 | PA      | $11983582.54   | 0.01%             | 2028-11-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHD9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7825000 | PA      | $8924038.34    | 0.01%             | 2056-06-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $8919332.94    | 0.01%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6265000 | PA      | $8271749.86    | 0.01%             | 2056-06-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670EY0<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    500000000 | PA      | $3150789.82    | 0.00%             | 2028-11-29      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2233645.25    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     15000000 | PA      | $17114106.33   | 0.01%             | 2035-11-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4627251.44    | 0.00%             | 2029-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4581403.99    | 0.00%             | 2035-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |     10000000 | PA      | $11568414.97   | 0.01%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     10000000 | PA      | $11516918.75   | 0.01%             | 2030-11-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                            | MAGNUM ICC FIN                 | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      6533000 | PA      | $7343777.99    | 0.01%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                            | MAGNUM ICC FIN                 | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5717851.68    | 0.00%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11480608.37   | 0.01%             | 2032-11-26      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      4000000 | PA      | $4569998.46    | 0.00%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $8748899.22    | 0.01%             | 2027-12-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     22000000 | PA      | $25327528.31   | 0.02%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $11503361.92   | 0.01%             | 2030-12-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: 23355AAA8<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      7548000 | PA      | $8661924.93    | 0.01%             | 2030-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     28000000 | PA      | $32398801.47   | 0.03%             | 2036-12-18      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                          | LINEAGE EU                     | CUSIP: N/A<br>LEI: 254900HAPZY8OK9NWE76       | Long             | DBT              | CORP              | NL        |      4750000 | PA      | $5481817.09    | 0.00%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8056562.99    | 0.01%             | 2037-01-20      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      9000000 | PA      | $12045387.67   | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     11109000 | PA      | $13217929.39   | 0.01%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2000000 | PA      | $2409934.24    | 0.00%             | 2038-03-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      9000000 | PA      | $11888430.91   | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      9000000 | PA      | $11999817.52   | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      9737000 | PA      | $11192837.73   | 0.01%             | 2032-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     52383000 | PA      | $60726785.01   | 0.05%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $6924422.36    | 0.01%             | 2031-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2300996.31    | 0.00%             | 2038-01-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11505983.85   | 0.01%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     30000000 | PA      | $34694896.85   | 0.03%             | 2029-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4758630.98    | 0.00%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4478000 | PA      | $5177243.82    | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5775713.78    | 0.00%             | 2033-01-22      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      4365000 | PA      | $5071383.24    | 0.00%             | 2031-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                                                      | BENDIGO AND ADEL               | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11576852.34   | 0.01%             | 2031-02-03      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3428772.02    | 0.00%             | 2034-07-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5736182.33    | 0.00%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9245677.98    | 0.01%             | 2037-01-23      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1154285.88    | 0.00%             | 2033-05-02      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     11713000 | PA      | $15466907.72   | 0.01%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBT3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3848938.82    | 0.00%             | 2041-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4802000 | PA      | $6063389.08    | 0.01%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5452000 | PA      | $6870680.01    | 0.01%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4578523.85    | 0.00%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LZ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7960662.90    | 0.01%             | 2038-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5745202.41    | 0.00%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     33581000 | PA      | $38630763.92   | 0.03%             | 2033-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      3633000 | PA      | $4152633.06    | 0.00%             | 2031-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AED3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7991844.19    | 0.01%             | 2038-02-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KEB2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11403904.50   | 0.01%             | 2056-02-26      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2841054.25    | 0.00%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5857484.89    | 0.00%             | 2038-03-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6213000 | PA      | $7324809.10    | 0.01%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VZ 8/15/2056                   | CUSIP: 92343VHM9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2280224.35    | 0.00%             | 2056-08-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DN3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     46641000 | PA      | $54503569.60   | 0.05%             | 2030-03-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DQ6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     12657000 | PA      | $14739437.87   | 0.01%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DS2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2329386.90    | 0.00%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      6863000 | PA      | $7980986.69    | 0.01%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     24691000 | PA      | $27982048.57   | 0.02%             | 2036-03-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3300000 | PA      | $3814348.76    | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5824182.00    | 0.00%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | Long             | DBT              | CORP              | US        |      1904000 | PA      | $2218051.86    | 0.00%             | 2030-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                               | AMP TECH HD GMBH               | CUSIP: N/A<br>LEI: 549300110BRSS7DV8V39       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5889358.87    | 0.00%             | 2031-03-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8159972.09    | 0.01%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goodman Australia Finance Pty Ltd                                                | GOODMAN AUST FIN               | CUSIP: N/A<br>LEI: 213800AQVHS7SCC93B80       | Long             | DBT              | CORP              | AU        |      1995000 | PA      | $2319900.26    | 0.00%             | 2033-04-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer