# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-072029
**Filing Date:** 2023-3
**Character Count:** 2505520
**Document Hash:** 59a092d716ed0f4a545c989042e31abf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072029.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23774170

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |  |
| **Australia — 0.4%** |  |  |  |
| AGI Finance Pty Ltd., 2.12%, 06/24/27 (Call 03/24/27) | AUD | 200 | $125009 |
| APA Infrastructure Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/15/33 (Call 12/15/32)<sup>(a)</sup> | EUR | 100 | 81561 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/22/27<sup>(a)</sup> | EUR | 300 | 303008 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/22/30<sup>(a)</sup> | GBP | 300 | 327003 |
| APT Pipelines Ltd., 0.75%, 03/15/29 (Call 12/15/28)<sup>(a)</sup> | EUR | 100 | 89534 |
| Aurizon Finance Pty Ltd., 3.00%, 03/09/28 (Call 12/09/27) | AUD | 100 | 60967 |
| Aurizon Network Pty Ltd., 2.00%, 09/18/24<sup>(a)</sup> | EUR | 200 | 211022 |
| Ausgrid Finance Pty Ltd., 3.75%, 10/30/24 (Call 07/30/24)<sup>(a)</sup> | AUD | 200 | 139578 |
| AusNet Services Holdings Pty Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 08/25/30<sup>(a)</sup> | EUR | 300 | 257055 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/31/29 | AUD | 300 | 176978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/13/24<sup>(a)</sup> | EUR | 200 | 215610 |
| AusNet Services Holdings Pty. Ltd., 1.63%, 03/11/81 (Call 09/11/26)<sup>(a)(b)</sup> | EUR | 100 | 92580 |
| Australia & New Zealand Banking Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 11/22/23<sup>(a)</sup> | EUR | 200 | 212744 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.67%, 05/05/31 (Call 05/05/26)<sup>(a)(b)</sup> | EUR | 200 | 188679 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/29/26<sup>(a)</sup> | EUR | 700 | 692636 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/08/24<sup>(a)</sup> | AUD | 300 | 209604 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/03/33 | EUR | 100 | 108792 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.91%, 08/12/32 (Call 08/12/27)<sup>(b)</sup> | AUD | 500 | 353648 |
| Australia Pacific Airports Melbourne Pty Ltd., 3.76%, 11/25/31 (Call 08/25/31) | AUD | 300 | 183636 |
| BHP Billiton Finance Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11, 3.25%, 09/25/24<sup>(a)</sup> | GBP | 150 | 182814 |
| &nbsp;&nbsp;&nbsp;Series 12, 4.30%, 09/25/42 | GBP | 300 | 341576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 17, 1.50%, 04/29/30 (Call 01/29/30)<sup>(a)</sup> | EUR | 345 | 326346 |
| Brisbane Airport Corp. Pty Ltd., 4.50%, 12/30/30 (Call 10/01/30) | AUD | 300 | 196788 |
| Charter Hall Ltd., 2.09%, 03/03/28 (Call 12/03/27)<sup>(a)</sup> | AUD | 100 | 58902 |
| Commonwealth Bank Australia, 4.95%, 04/14/32 (Call 04/14/27)<sup>(b)</sup> | AUD | 600 | 409246 |
| Commonwealth Bank of Australia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/15/29<sup>(a)</sup> | EUR | 500 | 441459 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/27/26<sup>(a)</sup> | EUR | 100 | 98818 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/19/29<sup>(a)</sup> | EUR | 400 | 378033 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/18/28<sup>(a)</sup> | EUR | 100 | 97259 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.94%, 10/03/29 (Call 10/03/24)<sup>(a)(b)</sup> | EUR | 200 | 207191 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/11/24<sup>(a)</sup> | AUD | 200 | 139709 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/04/26<sup>(a)</sup> | GBP | 100 | 118358 |
| Computershare U.S. Inc., 1.13%, 10/07/31 (Call 07/07/31)<sup>(a)</sup> | EUR | 100 | 82202 |
| Lendlease Finance Ltd., 3.70%, 03/31/31 (Call 12/31/30)<sup>(a)</sup> | AUD | 100 | 56465 |
| Lonsdale Finance Pty Ltd., 2.45%, 11/20/26 (Call 08/20/26)<sup>(a)</sup> | AUD | 200 | 129333 |
| Macquarie Bank Ltd., 1.75%, 08/07/24<sup>(a)</sup> | AUD | 400 | 271597 |
| Macquarie Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 03/03/28<sup>(a)</sup> | EUR | 300 | 270338 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/03/27<sup>(a)</sup> | EUR | 300 | 286026 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 05/21/31<sup>(a)</sup> | EUR | 300 | 251194 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/01/31<sup>(a)</sup> | GBP | 300 | 290669 |
| National Australia Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/06/29<sup>(a)(c)</sup> | EUR | 300 | 269559 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Australia (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/20/24<sup>(a)</sup> | EUR | 340 | $355840 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 10/31/25<sup>(a)</sup> | CHF | 150 | 157329 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/30/26<sup>(a)</sup> | EUR | 200 | 201664 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/20/31<sup>(a)</sup> | EUR | 236 | 220430 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/15/31 (Call 09/15/26)<sup>(a)(b)</sup> | GBP | 200 | 208652 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/06/25<sup>(a)</sup> | EUR | 200 | 211877 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 08/30/29<sup>(a)</sup> | EUR | 200 | 205391 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 02/26/24<sup>(a)</sup> | AUD | 200 | 139353 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/25/27 | AUD | 500 | 332565 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.32%, 08/03/32 (Call 08/03/27)<sup>(b)</sup> | AUD | 300 | 216058 |
| NSW Electricity Networks Finance Pty Ltd., 2.54%, 09/23/30 (Call 06/25/30)<sup>(a)</sup> | AUD | 150 | 85213 |
| Optus Finance Pty Ltd., 1.00%, 06/20/29 (Call 03/20/29)<sup>(a)</sup> | EUR | 400 | 363543 |
| Origin Energy Finance Ltd., 1.00%, 09/17/29 (Call 06/17/29)<sup>(a)</sup> | EUR | 230 | 208570 |
| Pacific National Finance Pty Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/08/31 (Call 06/10/31)<sup>(a)</sup> | AUD | 150 | 85806 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/19/25 | AUD | 50 | 35208 |
| Qantas Airways Ltd., 2.95%, 11/27/29 (Call 08/27/29)<sup>(a)</sup> | AUD | 250 | 145799 |
| Scentre Group Trust 1/Scentre Group Trust 2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/22/23 (Call 02/15/23)<sup>(a)</sup> | EUR | 150 | 162490 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/28/29 (Call 12/28/28)<sup>(a)</sup> | EUR | 100 | 90049 |
| Telstra Corp. Ltd., 1.38%, 03/26/29 (Call 12/26/28)<sup>(a)</sup> | EUR | 300 | 289532 |
| Toyota Finance Australia Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/09/24<sup>(a)</sup> | EUR | 200 | 209750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.44%, 01/13/28<sup>(a)</sup> | EUR | 400 | 377376 |
| Transurban Finance Co. Pty Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/28/25 (Call 05/28/25)<sup>(a)</sup> | EUR | 100 | 104892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/08/30 (Call 01/08/30)<sup>(a)</sup> | EUR | 200 | 205798 |
| Wesfarmers Ltd., 1.94%, 06/23/28 | AUD | 200 | 122480 |
| WestConnex Finance Co. Pty Ltd., 3.15%, 03/31/31 (Call 12/31/30)<sup>(a)</sup> | AUD | 150 | 86368 |
| Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/05/23<sup>(a)</sup> | EUR | 200 | 217050 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/02/26<sup>(a)</sup> | EUR | 300 | 297676 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/22/36<sup>(a)</sup> | EUR | 300 | 220223 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/17/24<sup>(a)</sup> | EUR | 200 | 209598 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/16/25<sup>(a)</sup> | EUR | 200 | 205602 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 05/13/31 (Call 05/13/26)<sup>(a)(b)</sup> | EUR | 450 | 424612 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/05/27<sup>(a)</sup> | EUR | 320 | 313576 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/17/32<sup>(a)</sup> | EUR | 300 | 275612 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/25/27 | AUD | 200 | 130537 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/16/23 | AUD | 100 | 70130 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/11/25<sup>(a)</sup> | AUD | 400 | 279994 |
| Woolworths Group Ltd., 2.80%, 05/20/30<sup>(a)</sup> | AUD | 300 | 179287 |
|  |  |  | 16579456 |
| **Austria — 0.3%** |  |  |  |
| Autobahnen- und |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Schnellstrassen-Finanzierungs-AG, 0.25%, 10/18/24<sup>(a)</sup> | EUR | 400 | 414343 |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/23/30<sup>(a)(c)</sup> | EUR | 100 | 85970 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 05/12/31<sup>(a)</sup> | EUR | 200 | 170006 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/19/34<sup>(a)</sup> | EUR | 200 | 163720 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/31/28<sup>(a)</sup> | EUR | 300 | 294242 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/08/30<sup>(a)</sup> | EUR | 200 | 198701 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/25/32<sup>(a)</sup> | EUR | 300 | 293703 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Austria (continued)** |  |  |  |
| Erste Group Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/11/29<sup>(a)(c)</sup> | EUR | 200 | $178030 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/27/31<sup>(a)</sup> | EUR | 400 | 330868 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/12/37<sup>(a)</sup> | EUR | 200 | 150592 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/17/26<sup>(a)</sup> | EUR | 200 | 200651 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/13/27<sup>(a)</sup> | EUR | 400 | 386547 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/10/30 (Call 06/10/25)<sup>(a)(b)</sup> | EUR | 200 | 196446 |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/04/23<sup>(a)</sup> | EUR | 200 | 216715 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/14/25<sup>(a)</sup> | EUR | 500 | 513950 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/11/29 | EUR | 300 | 299313 |
| Hypo Vorarlberg Bank AG, 0.63%, 07/17/26<sup>(a)</sup> | EUR | 300 | 299042 |
| JAB Holdings BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/20/27<sup>(a)</sup> | EUR | 200 | 191878 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/25/23<sup>(a)</sup> | EUR | 300 | 324932 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/19/39<sup>(a)</sup> | EUR | 400 | 311643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11Y, 2.50%, 06/25/29<sup>(a)</sup> | EUR | 200 | 199453 |
| OeBB-Infrastruktur AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/18/24<sup>(a)</sup> | EUR | 750 | 784412 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 07/04/23<sup>(a)</sup> | EUR | 200 | 216936 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/24/33 | EUR | 275 | 301185 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/18/32<sup>(a)</sup> | EUR | 50 | 56354 |
| Oesterreichische Kontrollbank AG, 0.25%, 09/26/24<sup>(a)</sup> | EUR | 200 | 207185 |
| OMV AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 12/04/28<sup>(a)</sup> | EUR | 200 | 202125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/09/28<sup>(a)</sup> | EUR | 530 | 543174 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, (Call 03/19/24)<sup>(a)(b)(d)</sup> | EUR | 300 | 317815 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, (Call 06/03/29)<sup>(a)(b)(d)</sup> | EUR | 100 | 91212 |
| Raiffeisen Bank International AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/01/27<sup>(a)</sup> | EUR | 400 | 355363 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/12/30 (Call 03/12/25)<sup>(a)(b)</sup> | EUR | 300 | 289287 |
| Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen, 0.38%, 11/13/34 | EUR | 200 | 158322 |
| Raiffeisenlandesbank Niederoesterreich-Wien AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/16/24<sup>(a)</sup> | EUR | 200 | 208226 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/13/24<sup>(a)</sup> | EUR | 300 | 311107 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/22/35<sup>(a)</sup> | EUR | 200 | 158267 |
| &nbsp;&nbsp;&nbsp;0.63%, 08/28/26 | EUR | 100 | 99361 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/31/32<sup>(a)</sup> | EUR | 300 | 304277 |
| Raiffeisen-Landesbank Steiermark AG, 1.38%, 05/11/33<sup>(a)</sup> | EUR | 100 | 91587 |
| Telekom Finanzmanagement GmbH, 1.50%, 12/07/26 (Call 09/07/26)<sup>(a)</sup> | EUR | 200 | 202934 |
| UniCredit Bank Austria AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/21/30<sup>(a)</sup> | EUR | 100 | 88615 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/20/29<sup>(a)</sup> | EUR | 200 | 187901 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/25/25<sup>(a)</sup> | EUR | 300 | 309580 |
| UNIQA Insurance Group AG, 6.00%, 07/27/46 (Call 07/27/26)<sup>(a)(b)</sup> | EUR | 100 | 109247 |
| Verbund AG, 1.50%, 11/20/24<sup>(a)</sup> | EUR | 200 | 211279 |
| Vienna Insurance Group AG Wiener Versicherung Gruppe |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/26/36 (Call 12/26/35)<sup>(a)</sup> | EUR | 100 | 74588 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/15/42 (Call 06/15/32)<sup>(a)(b)</sup> | EUR | 100 | 102906 |
| Volksbank Wien AG, 0.13%, 11/19/29 | EUR | 200 | 178106 |
|  |  |  | 11582096 |
| **Belgium — 0.3%** |  |  |  |
| Ageas SA/NV, 1.88%, 11/24/51 (Call 05/24/31)<sup>(a)(b)</sup> | EUR | 100 | 81304 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Belgium (continued)** |  |  |  |
| Aliaxis Finance SA, 0.88%, 11/08/28 (Call 08/08/28)<sup>(a)</sup> | EUR | 300 | $263101 |
| Anheuser-Busch InBev Finance Inc., Series MPLE, 4.32%, 05/15/47 (Call 11/15/46) | CAD | 100 | 66936 |
| Anheuser-Busch InBev SA/NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 01/22/27 (Call 10/22/26)<sup>(a)</sup> | EUR | 600 | 600962 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/18/30<sup>(a)</sup> | EUR | 568 | 547810 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 12/02/27 (Call 09/02/27)<sup>(a)</sup> | EUR | 500 | 515809 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/24/29<sup>(a)</sup> | GBP | 50 | 54928 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/31/26<sup>(a)</sup> | EUR | 100 | 106660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/17/36<sup>(a)</sup> | EUR | 320 | 311586 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/25/37<sup>(a)</sup> | GBP | 100 | 100185 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/02/32 (Call 01/02/32)<sup>(a)</sup> | EUR | 350 | 362132 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/02/40 (Call 10/02/39)<sup>(a)</sup> | EUR | 350 | 366291 |
| Argenta Spaarbank Covered, 0.75%, 03/03/29<sup>(a)</sup> | EUR | 400 | 378876 |
| Argenta Spaarbank NV, 1.00%, 01/29/27<sup>(a)</sup> | EUR | 200 | 192943 |
| Belfius Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/28/26<sup>(a)(c)</sup> | EUR | 500 | 482004 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/14/26<sup>(a)</sup> | EUR | 200 | 195546 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/24/23<sup>(a)</sup> | EUR | 200 | 213192 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/13/26<sup>(a)</sup> | EUR | 200 | 196785 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/12/28<sup>(a)</sup> | EUR | 300 | 293596 |
| BNP Paribas Fortis SA, 0.63%, 10/04/25<sup>(a)</sup> | EUR | 100 | 101610 |
| Elia Group SA/NV, 1.50%, 09/05/28 (Call 06/05/28)<sup>(a)</sup> | EUR | 200 | 193839 |
| Elia Transmission Belgium SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/28/30 (Call 01/28/30)<sup>(a)</sup> | EUR | 200 | 181076 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/07/29<sup>(a)</sup> | EUR | 200 | 210253 |
| Euroclear Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 07/07/25<sup>(a)</sup> | EUR | 200 | 201536 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/10/23<sup>(a)</sup> | EUR | 185 | 199049 |
| Euroclear Investments SA, 1.50%, 04/11/30<sup>(a)</sup> | EUR | 200 | 189960 |
| Flemish Community (The), 0.38%, 10/13/26<sup>(a)</sup> | EUR | 100 | 99124 |
| FLUVIUS System Operator CVBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/04/26<sup>(a)</sup> | EUR | 500 | 504340 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/07/29<sup>(a)</sup> | EUR | 500 | 526295 |
| Groupe Bruxelles Lambert SA, 1.88%, 06/19/25 (Call 03/19/25)<sup>(a)</sup> | EUR | 200 | 210899 |
| ING Belgium SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/20/30<sup>(a)(c)</sup> | EUR | 200 | 176147 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/28/26<sup>(a)</sup> | EUR | 400 | 399997 |
| KBC Bank NV, 0.00%, 12/03/25<sup>(c)</sup> | EUR | 200 | 199131 |
| KBC Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/16/27 (Call 06/16/26)<sup>(a)(b)</sup> | EUR | 500 | 486320 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/07/31 (Call 09/07/26)<sup>(a)(b)</sup> | EUR | 300 | 278955 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/21/28 (Call 01/21/27)<sup>(a)</sup> | EUR | 400 | 383464 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/24/30<sup>(a)</sup> | EUR | 300 | 265580 |
| Solvay SA, 2.75%, 12/02/27 (Call 09/02/27)<sup>(a)</sup> | EUR | 200 | 210733 |
| VGP NV, 2.25%, 01/17/30 (Call 10/17/29)<sup>(a)</sup> | EUR | 400 | 299227 |
|  |  |  | 10648181 |
| **Canada — 1.6%** |  |  |  |
| 407 International Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 05/22/25 (Call 04/22/25)<sup>(e)</sup> | CAD | 200 | 142455 |
| &nbsp;&nbsp;&nbsp;2.43%, 05/04/27 (Call 02/04/27) | CAD | 200 | 141889 |
| &nbsp;&nbsp;&nbsp;2.84%, 03/07/50 (Call 09/07/49) | CAD | 400 | 223790 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/08/44 (Call 03/08/44)<sup>(a)</sup> | CAD | 100 | 66028 |
| &nbsp;&nbsp;&nbsp;3.67%, 03/08/49 (Call 09/08/48) | CAD | 200 | 131335 |
| &nbsp;&nbsp;&nbsp;3.83%, 05/11/46 (Call 11/11/45) | CAD | 200 | 135568 |
| &nbsp;&nbsp;&nbsp;3.98%, 09/11/52 (Call 06/11/52) | CAD | 25 | 17155 |
| Aeroports de Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;3.03%, 04/21/50 (Call 10/21/49) | CAD | 150 | 87498 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;Series I, 5.47%, 04/16/40 | CAD | 150 | $124629 |
| AIMCo Realty Investors LP, Series 4, 2.71%, 06/01/29 (Call 03/01/29) | CAD | 200 | 136384 |
| Alberta Powerline LP, 4.07%, 12/01/53 | CAD | 197 | 131712 |
| Alectra Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/11/31 (Call 11/11/30) | CAD | 200 | 126139 |
| &nbsp;&nbsp;&nbsp;Series A, 2.49%, 05/17/27 (Call 02/17/27) | CAD | 150 | 105874 |
| Algonquin Power Co., 4.60%, 01/29/29 (Call 10/29/28) | CAD | 100 | 73632 |
| Alimentation Couche-Tard Inc., 3.06%, 07/26/24 (Call 05/26/24) | CAD | 150 | 109814 |
| Allied Properties Real Estate Investment Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 02/06/32 (Call 11/06/31) | CAD | 300 | 185199 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/28 (Call 03/15/28) | CAD | 200 | 135582 |
| AltaGas Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.16%, 06/10/25 (Call 05/10/25) | CAD | 200 | 141543 |
| &nbsp;&nbsp;&nbsp;2.17%, 03/16/27 (Call 01/16/27) | CAD | 400 | 272813 |
| &nbsp;&nbsp;&nbsp;3.98%, 10/04/27 (Call 07/04/27) | CAD | 150 | 109280 |
| AltaLink LP |  |  |  |
| &nbsp;&nbsp;&nbsp;3.67%, 11/06/23 | CAD | 200 | 148895 |
| &nbsp;&nbsp;&nbsp;3.72%, 12/03/46 (Call 06/03/46) | CAD | 50 | 33255 |
| &nbsp;&nbsp;&nbsp;3.99%, 06/30/42 | CAD | 200 | 139947 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.09%, 06/30/45 (Call 12/30/44)<sup>(a)</sup> | CAD | 100 | 70717 |
| &nbsp;&nbsp;&nbsp;4.92%, 09/17/43 | CAD | 200 | 158222 |
| Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 06/08/29<sup>(a)</sup> | EUR | 400 | 357607 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/26/27<sup>(a)</sup> | EUR | 400 | 384286 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/10/24<sup>(a)</sup> | EUR | 100 | 105691 |
| &nbsp;&nbsp;&nbsp;1.55%, 05/28/26 (Call 04/28/26) | CAD | 150 | 102976 |
| &nbsp;&nbsp;&nbsp;1.76%, 03/10/26 (Call 02/10/26) | CAD | 300 | 208412 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.93%, 07/22/31 (Call 07/22/26)<sup>(b)</sup> | CAD | 300 | 203311 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 06/17/30 (Call 06/17/25)<sup>(b)</sup> | CAD | 200 | 140422 |
| &nbsp;&nbsp;&nbsp;2.28%, 07/29/24 | CAD | 200 | 144817 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/11/24 | CAD | 200 | 145650 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/09/26 | CAD | 50 | 35626 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/13/26<sup>(a)</sup> | EUR | 300 | 320294 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/06/24 | CAD | 500 | 367047 |
| &nbsp;&nbsp;&nbsp;2.89%, 06/20/23 | CAD | 400 | 298553 |
| &nbsp;&nbsp;&nbsp;3.19%, 03/01/28 | CAD | 500 | 358844 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/01/27 (Call 03/01/27) | CAD | 500 | 365341 |
| Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/15/27<sup>(a)(c)</sup> | EUR | 300 | 279170 |
| &nbsp;&nbsp;&nbsp;1.85%, 11/02/26 | CAD | 800 | 549547 |
| Bank of Nova Scotia (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/14/27<sup>(a)(c)</sup> | EUR | 300 | 287024 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/14/29<sup>(a)(c)</sup> | EUR | 300 | 264279 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/11/24<sup>(a)</sup> | EUR | 150 | 158482 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/10/23<sup>(a)</sup> | EUR | 150 | 162769 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/23/23<sup>(a)</sup> | EUR | 300 | 319805 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 03/16/26<sup>(a)</sup> | EUR | 700 | 696898 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/30/24<sup>(a)</sup> | EUR | 351 | 367879 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/01/27 | CAD | 200 | 131422 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/10/25 | CAD | 300 | 213949 |
| &nbsp;&nbsp;&nbsp;2.16%, 02/03/25 | CAD | 200 | 143040 |
| &nbsp;&nbsp;&nbsp;2.29%, 06/28/24 | CAD | 350 | 254303 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/01/23 | CAD | 200 | 149430 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 07/03/29 (Call 07/03/24)<sup>(b)</sup> | CAD | 800 | 580211 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/03/27<sup>(a)</sup> | GBP | 300 | 342382 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/08/27 | CAD | 300 | 213460 |
| &nbsp;&nbsp;&nbsp;2.98%, 04/17/23 | CAD | 300 | 224697 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/02/28 | CAD | 400 | 286092 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/03/32 (Call 05/03/27)<sup>(b)</sup> | CAD | 400 | $287668 |
| BCI QuadReal Realty |  |  |  |
| &nbsp;&nbsp;&nbsp;1.07%, 02/04/26 (Call 01/04/26) | CAD | 100 | 68062 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/24/30 (Call 04/24/30) | CAD | 200 | 124762 |
| bcIMC Realty Corp., 3.00%, 03/31/27 (Call 12/31/26) | CAD | 100 | 71434 |
| Bell Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/17/31 (Call 12/17/30) | CAD | 100 | 67281 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/17/51 (Call 09/17/50) | CAD | 200 | 126923 |
| Bell Canada Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/14/30 (Call 02/14/30) | CAD | 200 | 131729 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/29/25 (Call 12/29/24) | CAD | 300 | 217225 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/10/29 (Call 06/10/29) | CAD | 200 | 137083 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/30/50 (Call 03/30/50) | CAD | 300 | 171313 |
| Bell Telephone Co. of Canada or Bell Canada, 3.35%, 03/12/25 (Call 01/12/25) | CAD | 50 | 36633 |
| Bell Telephone Co. of Canada or Bell Canada (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 08/16/27 (Call 06/16/27) | CAD | 200 | 134045 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/27/24 (Call 12/27/23) | CAD | 200 | 146894 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/02/26 (Call 12/02/25) | CAD | 100 | 73216 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/29/27 (Call 06/29/27) | CAD | 200 | 145571 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/21/28 (Call 05/21/28) | CAD | 100 | 73030 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 12/18/45 (Call 06/18/45)<sup>(a)</sup> | CAD | 200 | 134571 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/10/32 (Call 08/10/32) | CAD | 200 | 163421 |
| British Columbia Ferry Services Inc., Series 19-1, 2.79%, 10/15/49 (Call 04/15/49) | CAD | 100 | 55789 |
| Brookfield Asset Management Inc., 4.82%, 01/28/26 (Call 10/28/25) | CAD | 200 | 150347 |
| Brookfield Finance II Inc., 5.43%, 12/14/32 | CAD | 200 | 154079 |
| Brookfield Infrastructure Finance ULC |  |  |  |
| &nbsp;&nbsp;&nbsp;3.41%, 10/09/29 (Call 07/09/29) | CAD | 200 | 138265 |
| &nbsp;&nbsp;&nbsp;4.19%, 09/11/28 (Call 06/11/28) | CAD | 100 | 73282 |
| &nbsp;&nbsp;&nbsp;5.44%, 04/25/34 (Call 01/25/34) | CAD | 400 | 308826 |
| Brookfield Renewable Partners ULC |  |  |  |
| &nbsp;&nbsp;&nbsp;3.33%, 08/13/50 (Call 02/13/50) | CAD | 200 | 112039 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/02/25 (Call 03/02/25) | CAD | 200 | 147402 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/29 (Call 10/15/28) | CAD | 200 | 148262 |
| Bruce Power LP |  |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 06/23/26 (Call 03/23/26) | CAD | 200 | 148313 |
| &nbsp;&nbsp;&nbsp;4.01%, 06/21/29 (Call 03/21/29) | CAD | 100 | 73223 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/21/33 (Call 03/21/33) | CAD | 100 | 71252 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/21/49 (Call 12/21/48)<sup>(a)</sup> | CAD | 100 | 71951 |
| Calgary Airport Authority (The), 3.55%, 10/07/53 (Call 04/07/53) | CAD | 200 | 126772 |
| Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/30/29<sup>(a)(c)</sup> | EUR | 200 | 178958 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.04%, 07/09/27<sup>(a)</sup> | EUR | 200 | 189166 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/03/24<sup>(a)</sup> | EUR | 300 | 314009 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/10/26<sup>(a)</sup> | EUR | 400 | 397453 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 04/21/31 (Call 04/21/26)<sup>(b)</sup> | CAD | 200 | 136449 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/17/25 | CAD | 200 | 142021 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 07/21/30 (Call 07/21/25)<sup>(a)(b)</sup> | CAD | 300 | 209510 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/07/27 | CAD | 300 | 208003 |
| &nbsp;&nbsp;&nbsp;2.35%, 08/28/24 | CAD | 700 | 506512 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/19/29 (Call 06/19/24)<sup>(b)</sup> | CAD | 200 | 145388 |
| &nbsp;&nbsp;&nbsp;2.97%, 07/11/23 | CAD | 200 | 149177 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/26/25 | CAD | 200 | 147052 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/07/32 (Call 04/07/27)<sup>(b)</sup> | CAD | 300 | 217987 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/29/27 (Call 05/29/27) | CAD | 400 | 306559 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| Canadian National Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 02/08/50 (Call 08/08/49) | CAD | 200 | $116701 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/31/28 (Call 04/30/28) | CAD | 500 | 362234 |
| Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/17/28 (Call 11/17/27) | CAD | 200 | 138383 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/01/26 (Call 09/01/26) | CAD | 100 | 72803 |
| Canadian Pacific Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.54%, 02/28/28 (Call 12/28/27) | CAD | 400 | 276833 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/09/50 (Call 09/09/49) | CAD | 100 | 55452 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/13/29 (Call 12/13/28) | CAD | 100 | 70318 |
| Canadian Tire Corp. Ltd., 3.17%, 07/06/23 (Call 06/06/23) | CAD | 200 | 149185 |
| Canadian Western Bank, 2.60%, 09/06/24 (Call 08/06/24) | CAD | 400 | 289111 |
| Capital Power Corp., 4.42%, 02/08/30 (Call 11/08/29) | CAD | 100 | 73031 |
| Cenovus Energy Inc., 3.60%, 03/10/27 (Call 12/10/26) | CAD | 200 | 146820 |
| Central 1 Credit Union, 1.32%, 01/29/26 | CAD | 200 | 135063 |
| Choice Properties Real Estate Investment Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;3.53%, 06/11/29 (Call 03/11/29) | CAD | 400 | 279947 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/24/32 (Call 03/24/32) | CAD | 200 | 160549 |
| &nbsp;&nbsp;&nbsp;Series J, 3.55%, 01/10/25 (Call 11/10/24) | CAD | 300 | 219011 |
| CI Financial Corp., 3.22%, 07/22/24 (Call 06/22/24) | CAD | 100 | 72357 |
| CPPIB Capital Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/20/24<sup>(a)</sup> | EUR | 750 | 783996 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/04/33<sup>(a)</sup> | EUR | 500 | 460609 |
| CU Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.96%, 09/07/49 (Call 03/07/49) | CAD | 200 | 113776 |
| &nbsp;&nbsp;&nbsp;3.17%, 09/05/51 (Call 03/05/51) | CAD | 200 | 117446 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/22/47 (Call 05/22/47) | CAD | 200 | 127910 |
| &nbsp;&nbsp;&nbsp;3.96%, 07/27/45 (Call 01/27/45) | CAD | 25 | 17191 |
| &nbsp;&nbsp;&nbsp;4.09%, 09/02/44 (Call 03/02/44) | CAD | 300 | 210238 |
| &nbsp;&nbsp;&nbsp;4.54%, 10/24/41 | CAD | 200 | 149679 |
| &nbsp;&nbsp;&nbsp;4.72%, 09/09/43 (Call 03/09/43) | CAD | 100 | 76592 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/21/35 | CAD | 100 | 79864 |
| Daimler Trucks Finance Canada Inc., 2.46%, 12/15/26 | CAD | 200 | 137820 |
| Dollarama Inc., 5.17%, 04/26/30 (Call 02/26/30) | CAD | 200 | 155721 |
| Enbridge Gas Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 04/01/30 (Call 01/01/30) | CAD | 400 | 277413 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/15/51 (Call 03/15/51) | CAD | 200 | 116837 |
| &nbsp;&nbsp;&nbsp;3.51%, 11/29/47 (Call 05/29/47) | CAD | 200 | 125127 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/22/44 (Call 02/22/44)<sup>(a)</sup> | CAD | 50 | 34253 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/02/44 (Call 12/02/43) | CAD | 200 | 141130 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/21/41 (Call 12/21/40) | CAD | 150 | 115810 |
| Enbridge Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.99%, 10/03/29 (Call 07/03/29) | CAD | 400 | 272453 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/19/24 (Call 08/19/24) | CAD | 400 | 295574 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/21/51 (Call 03/21/51) | CAD | 300 | 182721 |
| &nbsp;&nbsp;&nbsp;4.24%, 08/27/42 | CAD | 100 | 64763 |
| &nbsp;&nbsp;&nbsp;6.51%, 11/09/52 (Call 05/09/52) | CAD | 200 | 174462 |
| Enbridge Pipelines Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 09/29/25 (Call 06/29/25) | CAD | 150 | 109579 |
| &nbsp;&nbsp;&nbsp;3.52%, 02/22/29 (Call 11/22/28) | CAD | 400 | 285608 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/12/51 (Call 11/12/50) | CAD | 100 | 62652 |
| &nbsp;&nbsp;&nbsp;4.33%, 02/22/49 (Call 08/22/48) | CAD | 300 | 192965 |
| &nbsp;&nbsp;&nbsp;5.33%, 04/06/40 | CAD | 50 | 37311 |
| Energir LP |  |  |  |
| &nbsp;&nbsp;&nbsp;3.04%, 02/09/32 (Call 11/09/31) | CAD | 200 | 136356 |
| &nbsp;&nbsp;&nbsp;4.67%, 09/27/32 (Call 06/27/32) | CAD | 100 | 76970 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| EPCOR Utilities Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.11%, 07/08/49 (Call 01/08/49) | CAD | 100 | $58814 |
| &nbsp;&nbsp;&nbsp;3.29%, 06/28/51 (Call 12/28/50) | CAD | 200 | 120625 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/27/47 (Call 05/27/47) | CAD | 100 | 63921 |
| Fairfax Financial Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/29/28 (Call 12/29/27)<sup>(a)</sup> | EUR | 400 | 385743 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/03/31 (Call 12/03/30) | CAD | 100 | 67946 |
| &nbsp;&nbsp;&nbsp;4.23%, 06/14/29 (Call 03/14/29) | CAD | 100 | 71682 |
| Federation des Caisses Desjardins du Quebec |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/08/26<sup>(a)(c)</sup> | EUR | 100 | 98088 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 11/26/27<sup>(a)</sup> | EUR | 200 | 187138 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/30/23<sup>(a)</sup> | EUR | 300 | 323781 |
| &nbsp;&nbsp;&nbsp;1.59%, 09/10/26 | CAD | 200 | 136647 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 05/28/31 (Call 05/28/26)<sup>(b)</sup> | CAD | 150 | 102166 |
| &nbsp;&nbsp;&nbsp;2.42%, 10/04/24 | CAD | 300 | 216853 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.86%, 05/26/30 (Call 05/26/25)<sup>(b)</sup> | CAD | 200 | 142938 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.04%, 08/23/32 (Call 08/23/27)<sup>(b)</sup> | CAD | 100 | 74901 |
| Finning International Inc., 2.63%, 08/14/26 (Call 06/14/26) | CAD | 200 | 141042 |
| First Capital REIT Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;Series R, 4.79%, 08/30/24 | CAD | 200 | 147047 |
| &nbsp;&nbsp;&nbsp;Series V, 3.46%, 01/22/27 (Call 11/22/26) | CAD | 100 | 68829 |
| FortisAlberta Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 06/08/51 (Call 12/08/50) | CAD | 200 | 104871 |
| &nbsp;&nbsp;&nbsp;3.73%, 09/18/48 (Call 03/18/48) | CAD | 100 | 65819 |
| FortisBC Energy Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 08/09/49 (Call 02/09/49) | CAD | 100 | 55566 |
| &nbsp;&nbsp;&nbsp;3.67%, 04/09/46 (Call 10/08/45) | CAD | 200 | 131219 |
| Granite REIT Holdings LP |  |  |  |
| &nbsp;&nbsp;&nbsp;2.19%, 08/30/28 (Call 06/30/28) | CAD | 200 | 131140 |
| &nbsp;&nbsp;&nbsp;Series 3, 3.87%, 11/30/23 (Call 09/30/23) | CAD | 50 | 37146 |
| Greater Toronto Airports Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/17/39 (Call 04/17/39) | CAD | 200 | 119668 |
| &nbsp;&nbsp;&nbsp;3.26%, 06/01/37 (Call 12/01/36) | CAD | 350 | 228705 |
| Great-West Lifeco Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/18/23<sup>(a)</sup> | EUR | 100 | 108592 |
| &nbsp;&nbsp;&nbsp;2.98%, 07/08/50 (Call 01/08/50) | CAD | 200 | 111450 |
| &nbsp;&nbsp;&nbsp;3.34%, 02/28/28 (Call 11/28/27) | CAD | 200 | 143855 |
| H&R Real Estate Investment Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 06/02/26 (Call 05/02/26) | CAD | 200 | 139499 |
| &nbsp;&nbsp;&nbsp;4.07%, 06/16/25 (Call 05/16/25) | CAD | 100 | 73052 |
| Holding d'Infrastructures de Transport SASU, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/18/29 (Call 06/18/29)<sup>(a)</sup> | EUR | 300 | 280387 |
| Honda Canada Finance Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 02/25/28 | CAD | 200 | 131691 |
| &nbsp;&nbsp;&nbsp;3.18%, 08/28/23 | CAD | 200 | 148788 |
| HSBC Bank Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/14/26<sup>(a)(c)</sup> | EUR | 400 | 387634 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/23 | CAD | 300 | 223209 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/24/25 | CAD | 500 | 367059 |
| Hydro One Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 02/24/26 (Call 11/26/25) | CAD | 150 | 108522 |
| &nbsp;&nbsp;&nbsp;2.97%, 06/26/25 (Call 04/26/25) | CAD | 150 | 109595 |
| &nbsp;&nbsp;&nbsp;3.64%, 04/05/50 (Call 10/05/49) | CAD | 300 | 195959 |
| &nbsp;&nbsp;&nbsp;3.72%, 11/18/47 (Call 05/18/47) | CAD | 50 | 33246 |
| &nbsp;&nbsp;&nbsp;3.91%, 02/23/46 (Call 08/23/45) | CAD | 200 | 136855 |
| &nbsp;&nbsp;&nbsp;4.59%, 10/09/43 (Call 04/09/43) | CAD | 200 | 151145 |
| &nbsp;&nbsp;&nbsp;4.91%, 01/27/28 (Call 12/27/27) | CAD | 100 | 78091 |
| &nbsp;&nbsp;&nbsp;6.03%, 03/03/39 | CAD | 300 | 263106 |
| &nbsp;&nbsp;&nbsp;6.93%, 06/01/32 | CAD | 130 | 116201 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| Hydro One Ltd., 1.41%, 10/15/27 (Call 08/15/27) | CAD | 600 | $399832 |
| iA Financial Corp. Inc., 2.40%, 02/21/30 (Call 02/21/25)<sup>(b)</sup> | CAD | 200 | 142165 |
| IGM Financial Inc., 4.12%, 12/09/47 (Call 06/09/47) | CAD | 200 | 131496 |
| Intact Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.18%, 05/18/28 (Call 03/18/28) | CAD | 100 | 67696 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 06/07/27 (Call 03/07/27)<sup>(a)</sup> | CAD | 200 | 142013 |
| &nbsp;&nbsp;&nbsp;2.95%, 12/16/50 (Call 06/16/50) | CAD | 100 | 55240 |
| &nbsp;&nbsp;&nbsp;3.77%, 05/20/53 (Call 11/19/52) | CAD | 100 | 63372 |
| Inter Pipeline Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.17%, 03/24/25 (Call 12/24/24) | CAD | 200 | 145205 |
| &nbsp;&nbsp;&nbsp;3.48%, 12/16/26 (Call 09/16/26) | CAD | 100 | 71637 |
| Inter Pipeline Ltd./AB |  |  |  |
| &nbsp;&nbsp;&nbsp;5.09%, 11/27/51 (Call 05/27/51) | CAD | 150 | 99989 |
| &nbsp;&nbsp;&nbsp;5.85%, 05/18/32 (Call 02/18/32) | CAD | 200 | 155237 |
| Keyera Corp., 3.93%, 06/21/28 (Call 03/21/28) | CAD | 200 | 144280 |
| Laurentian Bank of Canada, 3.45%, 06/27/23 | CAD | 200 | 149332 |
| Liberty Utilities Canada LP, 3.32%, 02/14/50 (Call 08/14/49) | CAD | 100 | 57115 |
| Loblaw Companies Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.28%, 05/07/30 (Call 02/07/30) | CAD | 200 | 130887 |
| &nbsp;&nbsp;&nbsp;4.49%, 12/11/28 (Call 09/11/28) | CAD | 150 | 113934 |
| Loblaw Cos., Ltd., 5.34%, 09/13/52 (Call 03/13/52) | CAD | 100 | 80279 |
| Lower Mattagami Energy LP |  |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 05/14/31 (Call 02/14/31) | CAD | 300 | 199738 |
| &nbsp;&nbsp;&nbsp;3.42%, 06/20/24 | CAD | 300 | 221248 |
| Manulife Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;1.54%, 09/14/26 | CAD | 300 | 204055 |
| &nbsp;&nbsp;&nbsp;2.86%, 02/16/27 | CAD | 200 | 141860 |
| Manulife Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 05/13/35 (Call 05/13/30)<sup>(b)</sup> | CAD | 200 | 131646 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 08/20/29 (Call 08/20/24)<sup>(b)</sup> | CAD | 200 | 145359 |
| Metro Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.39%, 12/06/27 (Call 09/06/27) | CAD | 150 | 108786 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/28/50 (Call 08/28/49) | CAD | 200 | 117326 |
| Metro Inc./CN, 4.27%, 12/04/47 (Call 06/04/47) | CAD | 100 | 68318 |
| National Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/29/23<sup>(a)(c)</sup> | EUR | 100 | 106545 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/15/24<sup>(a)</sup> | EUR | 300 | 317140 |
| &nbsp;&nbsp;&nbsp;1.53%, 06/15/26 | CAD | 100 | 68563 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 08/18/26 (Call 08/18/25)<sup>(b)</sup> | CAD | 200 | 139593 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/12/24 | CAD | 300 | 218048 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.43%, 08/16/32 (Call 08/16/27)<sup>(b)</sup> | CAD | 400 | 304533 |
| NAV Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 05/29/30 (Call 03/01/30) | CAD | 200 | 132862 |
| &nbsp;&nbsp;&nbsp;3.21%, 09/29/50 (Call 03/29/50) | CAD | 100 | 61435 |
| Nissan Canada Inc., 2.10%, 09/22/25 | CAD | 200 | 136620 |
| North West Redwater Partnership/NWR Financing Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | CAD | 400 | 266612 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/51 (Call 12/01/50)<sup>(a)</sup> | CAD | 200 | 125259 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 07/22/44 (Call 01/24/44)<sup>(a)</sup> | CAD | 150 | 100427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 4.75%, 06/01/37 (Call 12/01/36)<sup>(a)</sup> | CAD | 50 | 37405 |
| &nbsp;&nbsp;&nbsp;Series J, 2.80%, 06/01/27 (Call 03/01/27) | CAD | 200 | 141934 |
| &nbsp;&nbsp;&nbsp;Series K, 3.65%, 06/01/35 (Call 12/01/34) | CAD | 200 | 135706 |
| Nouvelle Autoroute 30 Financement Inc., Series C, 3.75%, 03/31/33 | CAD | 145 | 100679 |
| Nova Scotia Power Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.31%, 04/25/50 (Call 10/25/49) | CAD | 150 | 84378 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/20/43 (Call 01/20/43)<sup>(a)</sup> | CAD | 100 | 69837 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| OMERS Realty Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 09/22/23 | CAD | 200 | $146909 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/05/30 (Call 03/05/30) | CAD | 200 | 142693 |
| Ontario Power Generation Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.98%, 09/13/29 (Call 06/13/29) | CAD | 300 | 209582 |
| &nbsp;&nbsp;&nbsp;3.22%, 04/08/30 (Call 01/08/30) | CAD | 300 | 211088 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/13/50 (Call 03/13/50) | CAD | 100 | 63333 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/18/49 (Call 07/18/48) | CAD | 100 | 70345 |
| Pembina Pipeline Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.31%, 02/01/30 (Call 11/01/29) | CAD | 400 | 275859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/03/29 (Call 01/03/29)<sup>(a)</sup> | CAD | 250 | 177395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/27/28 (Call 12/27/27)<sup>(a)</sup> | CAD | 200 | 146192 |
| &nbsp;&nbsp;&nbsp;4.49%, 12/10/51 (Call 06/10/51) | CAD | 100 | 63523 |
| &nbsp;&nbsp;&nbsp;4.67%, 05/28/50 (Call 11/28/49) | CAD | 200 | 131265 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/30/43 (Call 10/30/42) | CAD | 100 | 67495 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 03/25/44 (Call 09/25/43)<sup>(a)</sup> | CAD | 25 | 17003 |
| &nbsp;&nbsp;&nbsp;Series 11, 4.75%, 03/26/48 (Call 09/26/47) | CAD | 150 | 100420 |
| Power Corp. of Canada, 4.46%, 07/27/48 (Call 01/27/48) | CAD | 100 | 70294 |
| Primaris Real Estate Investment Trust, 4.73%, 03/30/27 (Call 02/28/27) | CAD | 200 | 145964 |
| Reliance LP |  |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 08/01/28 (Call 06/01/28) | CAD | 100 | 66482 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | CAD | 200 | 144712 |
| RioCan Real Estate Investment Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;2.58%, 02/12/25 (Call 01/12/25) | CAD | 400 | 285455 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/01/29 (Call 03/01/29) | CAD | 200 | 143954 |
| Rogers Communications Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/29 (Call 02/01/29) | CAD | 300 | 207478 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/29 (Call 02/15/29) | CAD | 200 | 142523 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/32 (Call 01/15/32) | CAD | 200 | 142301 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/52 (Call 10/15/51) | CAD | 200 | 143410 |
| &nbsp;&nbsp;&nbsp;6.11%, 08/25/40 (Call 02/25/40) | CAD | 25 | 19745 |
| &nbsp;&nbsp;&nbsp;6.56%, 03/22/41 (Call 09/22/40) | CAD | 200 | 166038 |
| Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/21/27<sup>(a)(c)</sup> | EUR | 500 | 479455 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/05/28<sup>(a)(c)</sup> | EUR | 300 | 272980 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 06/19/26<sup>(a)</sup> | EUR | 200 | 195539 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/25/25<sup>(a)</sup> | EUR | 200 | 203214 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/26/27<sup>(a)</sup> | EUR | 500 | 477987 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/29/24<sup>(a)</sup> | EUR | 500 | 527703 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/02/24<sup>(a)</sup> | EUR | 600 | 628873 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/10/25<sup>(a)</sup> | EUR | 200 | 203260 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/15/25<sup>(a)</sup> | GBP | 400 | 451386 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 01/28/33 (Call 01/28/28)<sup>(b)</sup> | CAD | 200 | 128366 |
| &nbsp;&nbsp;&nbsp;1.83%, 07/31/28 | CAD | 200 | 131816 |
| &nbsp;&nbsp;&nbsp;1.94%, 05/01/25 | CAD | 150 | 106402 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.09%, 06/30/30 (Call 06/30/25)<sup>(b)</sup> | CAD | 200 | 140431 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.14%, 11/03/31 (Call 11/03/26)<sup>(b)</sup> | CAD | 300 | 203458 |
| &nbsp;&nbsp;&nbsp;2.33%, 12/05/23 | CAD | 150 | 110476 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/28/27 | CAD | 200 | 139168 |
| &nbsp;&nbsp;&nbsp;2.35%, 07/02/24 | CAD | 50 | 36280 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/13/27<sup>(a)</sup> | EUR | 200 | 209737 |
| &nbsp;&nbsp;&nbsp;2.61%, 11/01/24 | CAD | 600 | 434486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 12/23/29 (Call 12/23/24)<sup>(a)(b)</sup> | CAD | 100 | 72000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 05/03/32 (Call 05/03/27)<sup>(b)</sup> | CAD | 300 | 207864 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/01/23 | CAD | 400 | 299341 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/26/23 | CAD | 300 | 223191 |
| &nbsp;&nbsp;&nbsp;3.37%, 09/29/25 | CAD | 500 | 364842 |
| &nbsp;&nbsp;&nbsp;4.61%, 07/26/27 | CAD | 500 | 378986 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| Sagen MI Canada Inc., 3.26%, 03/05/31 (Call 09/05/30) | CAD | 200 | $127026 |
| Saputo Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.42%, 06/19/26 (Call 05/19/26) | CAD | 200 | 135822 |
| &nbsp;&nbsp;&nbsp;2.24%, 06/16/27 (Call 04/15/27) | CAD | 200 | 136948 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/22/28 (Call 04/22/28) | CAD | 200 | 134326 |
| &nbsp;&nbsp;&nbsp;2.83%, 11/21/23 (Call 09/21/23) | CAD | 100 | 73863 |
| Shaw Communications Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/09/30 (Call 09/09/30) | CAD | 200 | 130848 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/09/49 (Call 06/09/49) | CAD | 100 | 61277 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/02/28 (Call 08/02/28) | CAD | 350 | 258451 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/09/39 | CAD | 150 | 125376 |
| Sienna Senior Living Inc., Series A, 3.11%, 11/04/24 (Call 10/04/24) | CAD | 200 | 143969 |
| SmartCentres Real Estate Investment Trust, 3.53%, 12/20/29 (Call 09/20/29) | CAD | 200 | 134501 |
| Stantec Inc., 2.05%, 10/08/27 (Call 08/08/27) | CAD | 200 | 134493 |
| Sun Life Financial Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/13/29 (Call 08/13/24)<sup>(a)(b)</sup> | CAD | 400 | 288182 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 11/21/33 (Call 11/21/28)<sup>(b)</sup> | CAD | 300 | 203023 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 11/18/36 (Call 11/18/31)<sup>(b)</sup> | CAD | 300 | 197345 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 05/29/42 (Call 05/29/37)<sup>(b)</sup> | CAD | 100 | 76029 |
| Suncor Energy Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/04/51 (Call 09/04/50) | CAD | 100 | 59814 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/30 (Call 01/09/30) | CAD | 188 | 144090 |
| TELUS Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 02/19/30 (Call 11/19/29) | CAD | 100 | 68658 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/02/29 (Call 02/02/29) | CAD | 300 | 210984 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/01/24 (Call 01/02/24) | CAD | 200 | 147613 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/17/25 (Call 10/17/24) | CAD | 200 | 147641 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/10/26 (Call 12/10/25) | CAD | 150 | 110354 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/16/50 (Call 08/16/49) | CAD | 300 | 182570 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/05/51 (Call 10/05/50) | CAD | 200 | 124548 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/17/45 (Call 07/17/44) | CAD | 100 | 69685 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/05/44 (Call 10/05/43) | CAD | 100 | 70572 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/26/43 (Call 05/26/43) | CAD | 100 | 73612 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/32 (Call 08/15/32) | CAD | 200 | 155372 |
| Teranet Holdings LP, 6.10%, 06/17/41 | CAD | 100 | 76925 |
| Thomson Reuters Corp., 2.24%, 05/14/25 (Call 04/14/25) | CAD | 200 | 143024 |
| Toronto Hydro Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 12/11/29 (Call 09/11/29) | CAD | 200 | 136820 |
| &nbsp;&nbsp;&nbsp;2.47%, 10/20/31 (Call 07/20/31) | CAD | 300 | 199115 |
| &nbsp;&nbsp;&nbsp;2.52%, 08/25/26 (Call 05/25/26) | CAD | 200 | 142983 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/28/45 (Call 01/28/45) | CAD | 200 | 131464 |
| Toronto-Dominion Bank (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/09/24<sup>(a)(c)</sup> | EUR | 200 | 210294 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/26/24<sup>(a)</sup> | EUR | 300 | 315014 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/06/25<sup>(a)</sup> | EUR | 200 | 204339 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/09/25<sup>(a)</sup> | CAD | 600 | 410943 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 07/28/25<sup>(a)</sup> | EUR | 600 | 627608 |
| &nbsp;&nbsp;&nbsp;1.89%, 03/08/28 | CAD | 200 | 133222 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/11/28<sup>(a)</sup> | CAD | 400 | 263626 |
| &nbsp;&nbsp;&nbsp;1.91%, 07/18/23 | CAD | 250 | 185510 |
| &nbsp;&nbsp;&nbsp;1.94%, 03/13/25 | CAD | 50 | 35565 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 04/08/30<sup>(a)</sup> | EUR | 400 | 383738 |
| &nbsp;&nbsp;&nbsp;2.26%, 01/07/27 | CAD | 500 | 347176 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/02/24 | CAD | 200 | 144399 |
| &nbsp;&nbsp;&nbsp;2.67%, 09/09/25 | CAD | 400 | 286943 |
| &nbsp;&nbsp;&nbsp;3.01%, 05/30/23 | CAD | 200 | 149504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 01/26/32 (Call 01/26/27)<sup>(a)(b)</sup> | CAD | 200 | 140279 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/30 (Call 04/22/25)<sup>(a)(b)</sup> | CAD | 500 | $360313 |
| &nbsp;&nbsp;&nbsp;3.23%, 07/24/24 | CAD | 650 | 477870 |
| &nbsp;&nbsp;&nbsp;4.21%, 06/01/27 | CAD | 400 | 298316 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/27/26 | CAD | 200 | 149758 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 03/04/31 (Call 03/04/26)<sup>(b)</sup> | CAD | 200 | 150222 |
| &nbsp;&nbsp;&nbsp;5.38%, 10/21/27 | CAD | 300 | 234645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 28, 0.10%, 07/19/27<sup>(a)</sup> | EUR | 400 | 378768 |
| Toyota Credit Canada Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.18%, 02/23/26 | CAD | 200 | 136575 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 10/23/24<sup>(a)</sup> | CAD | 200 | 144252 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/12/23 | CAD | 200 | 149098 |
| TransCanada PipeLines Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 06/09/31 (Call 03/09/31) | CAD | 300 | 197427 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/18/29 (Call 06/18/29)<sup>(a)</sup> | CAD | 400 | 272826 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/17/25 (Call 04/17/25)<sup>(a)</sup> | CAD | 300 | 219047 |
| &nbsp;&nbsp;&nbsp;3.39%, 03/15/28 (Call 12/15/27) | CAD | 150 | 106955 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/05/27 (Call 02/05/27) | CAD | 400 | 292652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 07/03/48 (Call 01/03/48)<sup>(a)</sup> | CAD | 200 | 125157 |
| &nbsp;&nbsp;&nbsp;4.34%, 10/15/49 (Call 04/15/49) | CAD | 200 | 128096 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/06/46 (Call 12/06/45) | CAD | 250 | 161884 |
| Vancouver Airport Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;1.76%, 09/20/30 (Call 06/20/30) | CAD | 200 | 128971 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/21/50 (Call 03/21/50) | CAD | 150 | 84229 |
| Westcoast Energy Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.77%, 12/08/25 (Call 09/08/25) | CAD | 100 | 73198 |
| &nbsp;&nbsp;&nbsp;4.79%, 10/28/41 | CAD | 200 | 140850 |
| WSP Global Inc., 2.41%, 04/19/28 (Call 02/19/28) | CAD | 200 | 135167 |
|  |  |  | 63298912 |
| **China — 0.1%** |  |  |  |
| Bright Food Singapore Holdings Pte Ltd., 1.75%, 07/22/25<sup>(a)</sup> | EUR | 600 | 587648 |
| CGNPC International Ltd., 2.00%, 09/11/25<sup>(a)</sup> | EUR | 200 | 205582 |
| Prosus NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 08/03/28 (Call 05/03/28)<sup>(a)</sup> | EUR | 600 | 547069 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 07/13/33 (Call 04/13/33)<sup>(a)</sup> | EUR | 300 | 234443 |
| State Grid Overseas Investment 2016 Ltd., 1.38%, 05/02/25<sup>(a)</sup> | EUR | 605 | 618966 |
| Three Gorges Finance II Cayman Islands Ltd., 1.30%, 06/21/24<sup>(a)</sup> | EUR | 255 | 267280 |
|  |  |  | 2460988 |
| **Czech Republic — 0.0%** |  |  |  |
| CEZ AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/02/26 (Call 09/02/26)<sup>(a)</sup> | EUR | 400 | 387930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/05/28<sup>(a)</sup> | EUR | 375 | 386380 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/16/25<sup>(a)</sup> | EUR | 401 | 442718 |
| CPI Property Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/23/27 (Call 01/23/27)<sup>(a)</sup> | EUR | 300 | 230131 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/22/28 (Call 10/22/27)<sup>(a)</sup> | GBP | 100 | 86599 |
| EP Infrastructure AS, 1.66%, 04/26/24 (Call 01/26/24)<sup>(a)</sup> | EUR | 430 | 435055 |
|  |  |  | 1968813 |
| **Denmark — 0.3%** |  |  |  |
| AP Moller - Maersk A/S, 1.75%, 03/16/26 (Call 12/16/25)<sup>(a)</sup> | EUR | 400 | 412987 |
| Carlsberg Breweries AS, 0.88%, 07/01/29 (Call 04/01/29)<sup>(a)</sup> | EUR | 104 | 96118 |
| Danfoss Finance II BV, 0.75%, 04/28/31 (Call 01/28/31)<sup>(a)</sup> | EUR | 300 | 252639 |
| Danmarks Skibskredit AS, 0.13%, 03/20/25<sup>(a)</sup> | EUR | 300 | 303348 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Denmark (continued)** |  |  |  |
| Danske Bank A/S |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/27/25 (Call 08/27/24)<sup>(a)(b)</sup> | EUR | 550 | $563874 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/22/27<sup>(a)</sup> | EUR | 200 | 195476 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/12/30 (Call 02/12/25)<sup>(a)(b)</sup> | EUR | 400 | 404798 |
| Danske Hypotek AB, Series 2512, 1.00%, 12/17/25<sup>(a)</sup> | SEK | 6000 | 540566 |
| Danske Mortgage Bank PLC, 0.00%, 01/14/28<sup>(a)(c)</sup> | EUR | 200 | 187662 |
| DSV Finance BV Co., 1.38%, 03/16/30 (Call 12/16/29)<sup>(a)</sup> | EUR | 300 | 281248 |
| DSV Panalpina Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/05/33 (Call 04/05/33)<sup>(a)</sup> | EUR | 100 | 79455 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/17/36 (Call 06/17/36)<sup>(a)</sup> | EUR | 100 | 73841 |
| ISS Global AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/31/27 (Call 05/31/27)<sup>(a)</sup> | EUR | 200 | 193937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 12/02/24 (Call 09/02/24)<sup>(a)</sup> | EUR | 400 | 422723 |
| Jyske Realkredit A/S |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/01/23<sup>(a)</sup> | EUR | 300 | 322711 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/01/25<sup>(a)</sup> | EUR | 300 | 306475 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/01/26<sup>(a)</sup> | EUR | 300 | 296769 |
| Nordea Kredit Realkreditaktieselskab |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 04/01/26 | DKK | 4000 | 545066 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/01/26 | DKK | 2500 | 337381 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/01/27 | DKK | 1600 | 213707 |
| Nykredit Realkredit AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/17/28<sup>(a)</sup> | EUR | 300 | 272426 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/17/25<sup>(a)</sup> | EUR | 100 | 102230 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/20/27 | EUR | 400 | 384090 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/01/28<sup>(a)</sup> | DKK | 3000 | 393722 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/12/27<sup>(a)</sup> | EUR | 300 | 293403 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/01/26<sup>(a)</sup> | DKK | 2000 | 282006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 13H, 1.00%, 07/01/26<sup>(a)</sup> | DKK | 5000 | 678117 |
| &nbsp;&nbsp;&nbsp;Series 13H, 1.00%, 01/01/27 | DKK | 6000 | 804989 |
| Orsted AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/26/29 (Call 08/26/29)<sup>(a)</sup> | EUR | 580 | 557404 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/17/27 (Call 02/17/27)<sup>(a)</sup> | GBP | 450 | 510133 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/14/33 (Call 03/14/33)<sup>(a)</sup> | EUR | 400 | 403568 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/13/34 (Call 06/13/34)<sup>(a)</sup> | GBP | 400 | 506716 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/09/40<sup>(a)</sup> | GBP | 50 | 66856 |
| Vestas Wind Systems Finance BV, 2.00%, 06/15/34 (Call 03/15/34)<sup>(a)</sup> | EUR | 300 | 274343 |
|  |  |  | 11560784 |
| **Estonia — 0.0%** |  |  |  |
| Luminor Bank AS, 0.00%, 03/11/25<sup>(c)</sup> | EUR | 100 | 101191 |
| **Finland — 0.2%** |  |  |  |
| Citycon Treasury BV, 2.38%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | EUR | 227 | 202004 |
| CRH Finland Services OYJ, 0.88%, 11/05/23 (Call 10/05/23)<sup>(a)</sup> | EUR | 350 | 374099 |
| Fortum OYJ, 1.63%, 02/27/26 (Call 11/27/25)<sup>(a)</sup> | EUR | 500 | 507928 |
| Kojamo Oyj, 2.00%, 03/31/26 (Call 12/31/25)<sup>(a)</sup> | EUR | 200 | 198468 |
| Nordea Bank Abp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/28/26<sup>(a)</sup> | EUR | 540 | 537302 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/14/27<sup>(a)</sup> | EUR | 200 | 193845 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/02/28<sup>(a)</sup> | EUR | 500 | 455174 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/26/23<sup>(a)</sup> | EUR | 250 | 269809 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/22/23<sup>(a)</sup> | EUR | 221 | 240070 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/09/32 (Call 09/09/27)<sup>(a)(b)</sup> | GBP | 200 | 203765 |
| Nordea Kiinnitysluottopankki OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/18/27<sup>(a)</sup> | EUR | 350 | 335611 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/30/29<sup>(a)</sup> | EUR | 1100 | 1061510 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Finland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/28/33<sup>(a)</sup> | EUR | 100 | $93143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series FI43, 1.00%, 11/05/24<sup>(a)</sup> | EUR | 150 | 156943 |
| OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 08/29/23<sup>(a)</sup> | EUR | 200 | 214229 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/12/25<sup>(a)</sup> | EUR | 835 | 843755 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/27/27<sup>(a)</sup> | EUR | 500 | 470214 |
| OP Mortgage Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/19/30<sup>(a)(c)</sup> | EUR | 500 | 431180 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/13/24<sup>(a)</sup> | EUR | 100 | 105138 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/01/25<sup>(a)</sup> | EUR | 490 | 499570 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/15/29<sup>(a)</sup> | EUR | 700 | 662554 |
| Sampo OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/27/30 (Call 06/27/30)<sup>(a)</sup> | EUR | 100 | 102105 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/03/52 (Call 06/03/32)<sup>(a)(b)</sup> | EUR | 100 | 85610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/23/49 (Call 05/23/29)<sup>(a)</sup> | EUR | 110 | 108117 |
| SATO OYJ, 1.38%, 02/24/28 (Call 11/24/27)<sup>(a)</sup> | EUR | 100 | 81470 |
| Stora Enso OYJ, 2.50%, 03/21/28 (Call 12/21/27)<sup>(a)</sup> | EUR | 100 | 103614 |
| UPM-Kymmene OYJ, 2.25%, 05/23/29 (Call 02/23/29)<sup>(a)</sup> | EUR | 100 | 100759 |
|  |  |  | 8637986 |
| **France — 3.2%** |  |  |  |
| Aeroports de Paris |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/11/38 (Call 07/11/38)<sup>(a)</sup> | EUR | 100 | 84763 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/05/28<sup>(a)</sup> | EUR | 500 | 528725 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/02/30 (Call 01/02/30)<sup>(a)</sup> | EUR | 600 | 615299 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/11/24<sup>(a)</sup> | EUR | 400 | 434956 |
| Air Liquide Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/20/30 (Call 03/20/30)<sup>(a)</sup> | EUR | 300 | 275123 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/05/24<sup>(a)</sup> | EUR | 200 | 215167 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/16/32 (Call 06/16/32)<sup>(a)</sup> | EUR | 200 | 210781 |
| Airbus Finance BV, 0.88%, 05/13/26 (Call 02/13/26)<sup>(a)</sup> | EUR | 200 | 201282 |
| Airbus SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/13/31 (Call 02/13/31)<sup>(a)</sup> | EUR | 200 | 185120 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 06/09/30 (Call 03/09/30)<sup>(a)</sup> | EUR | 300 | 289545 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/07/28 (Call 01/07/28)<sup>(a)</sup> | EUR | 400 | 410147 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/07/32 (Call 01/07/32)<sup>(a)</sup> | EUR | 380 | 379101 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/09/40 (Call 03/09/40)<sup>(a)</sup> | EUR | 100 | 85803 |
| ALD SA, 1.25%, 03/02/26<sup>(a)</sup> | EUR | 100 | 100771 |
| Alstom SA, 0.00%, 01/11/29 (Call 10/11/28)<sup>(a)(c)</sup> | EUR | 300 | 264667 |
| Altarea SCA, 1.88%, 01/17/28 (Call 10/17/27)<sup>(a)</sup> | EUR | 100 | 89651 |
| APRR SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/06/27 (Call 10/06/26)<sup>(a)</sup> | EUR | 200 | 201592 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/14/27 (Call 10/14/26)<sup>(a)</sup> | EUR | 100 | 100918 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/13/32 (Call 10/13/31)<sup>(a)</sup> | EUR | 200 | 188286 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/15/25 (Call 10/15/24)<sup>(a)</sup> | EUR | 500 | 528534 |
| Arkea Home Loans SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/04/30<sup>(a)(c)</sup> | EUR | 200 | 172455 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/05/27<sup>(a)</sup> | EUR | 200 | 195546 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/11/23<sup>(a)</sup> | EUR | 100 | 108498 |
| Arkea Public Sector SCF SA, 0.13%, 01/15/30<sup>(a)</sup> | EUR | 400 | 355481 |
| Arkema SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/03/29 (Call 09/03/29)<sup>(a)</sup> | EUR | 100 | 89983 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/20/27 (Call 01/20/27)<sup>(a)</sup> | EUR | 200 | 201627 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, (Call 10/21/25)<sup>(a)(b)(d)</sup> | EUR | 200 | 187892 |
| Arval Service Lease SA, 0.88%, 02/17/25 (Call 11/17/24)<sup>(a)</sup> | EUR | 400 | 410543 |
| Assura Financing PLC, 3.00%, 07/19/28 (Call 04/19/28)<sup>(a)</sup> | GBP | 200 | 222882 |
| Autoroutes du Sud de la France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/20/26 (Call 01/20/26)<sup>(a)</sup> | EUR | 500 | 507835 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/27/28 (Call 03/27/28)<sup>(a)</sup> | EUR | 200 | $198155 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/21/31 (Call 11/21/30)<sup>(a)</sup> | EUR | 600 | 563579 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/02/32 (Call 06/02/32)<sup>(a)</sup> | EUR | 400 | 408547 |
| AXA Bank Europe SCF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/18/25<sup>(a)</sup> | EUR | 400 | 409269 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/18/33<sup>(a)</sup> | EUR | 300 | 276529 |
| AXA Home Loan SFH SA, 0.00%, 10/16/29<sup>(a)(c)</sup> | EUR | 300 | 266643 |
| AXA SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/07/41 (Call 04/07/31)<sup>(a)(b)</sup> | EUR | 200 | 168228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/28/49 (Call 05/28/29)<sup>(a)(b)</sup> | EUR | 550 | 547856 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, (Call 11/07/24)<sup>(a)(b)(d)</sup> | EUR | 468 | 500595 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/10/43 (Call 09/10/32)<sup>(a)(b)</sup> | EUR | 300 | 308452 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, (Call 03/04/26)<sup>(a)(b)(d)</sup> | GBP | 200 | 244390 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.69%, (Call 07/06/26)<sup>(b)(d)</sup> | GBP | 50 | 62666 |
| Banque Fed Cred Mutuel, 2.63%, 11/06/29<sup>(a)</sup> | EUR | 500 | 498371 |
| Banque Federative du Credit Mutuel SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/07/25<sup>(a)(c)</sup> | EUR | 700 | 706525 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/11/26<sup>(a)(c)</sup> | EUR | 500 | 484152 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 10/08/27<sup>(a)</sup> | EUR | 400 | 374132 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/29/28<sup>(a)</sup> | EUR | 300 | 275746 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/03/28<sup>(a)</sup> | EUR | 500 | 451667 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/21/31<sup>(a)</sup> | EUR | 200 | 167832 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/08/26<sup>(a)</sup> | EUR | 500 | 495360 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/17/30<sup>(a)</sup> | EUR | 500 | 436828 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/14/25<sup>(a)</sup> | EUR | 400 | 415705 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/05/25<sup>(a)</sup> | GBP | 500 | 563825 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/19/26<sup>(a)</sup> | EUR | 100 | 102531 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/15/27<sup>(a)</sup> | EUR | 200 | 193582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/29<sup>(a)</sup> | EUR | 300 | 286717 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/04/26<sup>(a)</sup> | EUR | 100 | 100783 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/18/29<sup>(a)</sup> | EUR | 300 | 278978 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/18/23<sup>(a)</sup> | GBP | 100 | 120930 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/24/26<sup>(a)</sup> | EUR | 500 | 519680 |
| BNP Paribas Cardif SA, 4.03%, (Call 11/25/25)<sup>(a)(b)(d)</sup> | EUR | 200 | 211468 |
| BNP Paribas Home Loan SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/22/24<sup>(a)</sup> | EUR | 200 | 208487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/31/30<sup>(a)</sup> | EUR | 600 | 650255 |
| BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/19/28 (Call 02/19/27)<sup>(a)(b)</sup> | EUR | 500 | 470954 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/19/30 (Call 01/19/29)<sup>(a)(b)</sup> | EUR | 600 | 526313 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/03/32<sup>(a)</sup> | EUR | 400 | 317022 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 08/31/33 (Call 08/31/28)<sup>(a)</sup> | EUR | 300 | 262289 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/22/23<sup>(a)</sup> | EUR | 200 | 213997 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/17/29 (Call 04/17/28)<sup>(a)(b)</sup> | EUR | 600 | 561041 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/15/32 (Call 01/15/27)<sup>(a)(b)</sup> | EUR | 300 | 280879 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/28/29<sup>(a)</sup> | EUR | 600 | 556677 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/17/25<sup>(a)</sup> | EUR | 200 | 207267 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 12/14/27<sup>(a)</sup> | GBP | 200 | 214743 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/13/36<sup>(a)</sup> | GBP | 200 | 172806 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/23/27 (Call 01/23/26)<sup>(a)(b)</sup> | EUR | 800 | 822138 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/20/24<sup>(a)</sup> | EUR | 550 | 591367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.54%, 07/13/29 (Call 07/13/28)<sup>(b)</sup> | CAD | 200 | 131574 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/27/26<sup>(a)</sup> | EUR | 200 | 210668 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/01/26<sup>(a)</sup> | EUR | 480 | 506329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/23/26<sup>(a)</sup> | GBP | 350 | 416011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/01/29<sup>(a)</sup> | EUR | 200 | 213058 |
| Bouygues SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/07/27 (Call 03/07/27)<sup>(a)</sup> | EUR | 100 | 100351 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/29/29 (Call 03/29/29)<sup>(a)</sup> | EUR | 200 | 202919 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/37 (Call 03/30/37)<sup>(a)</sup> | EUR | 500 | $502829 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/07/32 (Call 03/07/32)<sup>(a)</sup> | EUR | 300 | 351320 |
| BPCE SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/15/26<sup>(a)</sup> | EUR | 600 | 593284 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/14/31<sup>(a)</sup> | EUR | 300 | 249357 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/24/27<sup>(a)</sup> | EUR | 600 | 572522 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/26/24<sup>(a)</sup> | EUR | 300 | 311084 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/28/25<sup>(a)</sup> | EUR | 600 | 611568 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/14/32<sup>(a)</sup> | EUR | 500 | 424347 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/02/29 (Call 03/02/28)<sup>(a)(b)</sup> | EUR | 400 | 385891 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/02/34 (Call 02/02/29)<sup>(a)(b)</sup> | EUR | 400 | 361251 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/19/24<sup>(a)</sup> | EUR | 200 | 216428 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/16/29<sup>(a)</sup> | GBP | 400 | 480220 |
| BPCE SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/10/27<sup>(a)(c)</sup> | EUR | 200 | 187879 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/23/28<sup>(a)(c)</sup> | EUR | 100 | 92829 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/27/30<sup>(a)(c)</sup> | EUR | 300 | 260737 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/18/31<sup>(a)(c)</sup> | EUR | 300 | 254256 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/03/30<sup>(a)</sup> | EUR | 500 | 432360 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/21/24<sup>(a)</sup> | EUR | 400 | 422014 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/18/41<sup>(a)</sup> | EUR | 200 | 133763 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/23/35<sup>(a)</sup> | EUR | 300 | 238706 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/22/27<sup>(a)</sup> | EUR | 200 | 194226 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/29/31<sup>(a)</sup> | EUR | 200 | 178010 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/02/25<sup>(a)</sup> | EUR | 400 | 408603 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/23/29<sup>(a)</sup> | EUR | 500 | 473079 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/13/28<sup>(a)</sup> | EUR | 300 | 291283 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/08/29<sup>(a)</sup> | EUR | 200 | 191258 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/27/24<sup>(a)</sup> | EUR | 200 | 212988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/24/28<sup>(a)</sup> | EUR | 600 | 652016 |
| Caisse d'Amortissement de la Dette Sociale, 2.75%, 11/25/32<sup>(a)</sup> | EUR | 1700 | 1803486 |
| Caisse de Refinancement de l'Habitat SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/07/28<sup>(a)(c)</sup> | EUR | 400 | 374084 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/08/29<sup>(a)(c)</sup> | EUR | 500 | 444965 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/30/27<sup>(a)</sup> | EUR | 300 | 288391 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/08/24 | EUR | 400 | 436243 |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/24/28<sup>(a)</sup> | EUR | 200 | 205108 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/23/27 | EUR | 400 | 460978 |
| Capgemini SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/23/25 (Call 03/23/25)<sup>(a)</sup> | EUR | 200 | 204023 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/23/30 (Call 03/23/30)<sup>(a)</sup> | EUR | 200 | 185211 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/15/29 (Call 01/15/29)<sup>(a)</sup> | EUR | 400 | 402137 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/15/32 (Call 01/15/32)<sup>(a)</sup> | EUR | 100 | 99161 |
| Carmila SA, 1.63%, 04/01/29 (Call 01/01/29)<sup>(a)</sup> | EUR | 100 | 83390 |
| Carrefour SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/17/27 (Call 02/17/27)<sup>(a)</sup> | EUR | 100 | 98123 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/03/25 (Call 03/03/25)<sup>(a)</sup> | EUR | 400 | 414443 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/04/26 (Call 02/04/26)<sup>(a)</sup> | EUR | 100 | 103080 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/30/29 (Call 07/30/29)<sup>(a)</sup> | EUR | 500 | 499790 |
| Cie. de Financement Foncier SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/16/29<sup>(a)(c)</sup> | EUR | 500 | 450694 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/25/30<sup>(a)(c)</sup> | EUR | 400 | 344779 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/29/35<sup>(a)(c)</sup> | EUR | 200 | 145933 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.23%, 09/14/26<sup>(a)</sup> | EUR | 400 | 392000 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/11/23<sup>(a)</sup> | EUR | 300 | 324857 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/11/24<sup>(a)</sup> | EUR | 300 | 309384 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/29/26<sup>(a)</sup> | EUR | 600 | 603864 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/11/28<sup>(a)</sup> | EUR | 200 | $194313 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/11/28<sup>(a)</sup> | EUR | 400 | 385991 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/15/32<sup>(a)</sup> | EUR | 400 | 366361 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/30<sup>(a)</sup> | EUR | 200 | 207754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/24/25<sup>(a)</sup> | EUR | 400 | 443718 |
| Cie. de Saint-Gobain |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/15/24<sup>(a)</sup> | EUR | 700 | 739438 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/15/31<sup>(a)</sup> | EUR | 200 | 193569 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/10/28 (Call 03/10/28)<sup>(a)</sup> | EUR | 500 | 510634 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/09/29<sup>(a)</sup> | GBP | 100 | 121955 |
| Cie. Generale des Etablissements Michelin SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/28/27 (Call 02/28/27)<sup>(a)</sup> | EUR | 100 | 102532 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/03/30 (Call 06/03/30)<sup>(a)</sup> | EUR | 100 | 100262 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/03/38 (Call 06/03/38)<sup>(a)</sup> | EUR | 200 | 199262 |
| CNP Assurances |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/30/51 (Call 12/30/30)<sup>(a)(b)</sup> | EUR | 300 | 272452 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/05/29 | EUR | 400 | 397584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, (Call 11/18/24)<sup>(a)(b)(d)</sup> | EUR | 200 | 214695 |
| Coentreprise de Transport d'Electricite SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/29/24 (Call 06/29/24)<sup>(a)</sup> | EUR | 400 | 416422 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/29/28 (Call 04/29/28)<sup>(a)</sup> | EUR | 400 | 388804 |
| Covivio, 1.50%, 06/21/27 (Call 03/21/27)<sup>(a)</sup> | EUR | 300 | 298651 |
| Cred Mutuel Home Loan, 0.00%, 05/06/31<sup>(a)(c)</sup> | EUR | 300 | 253167 |
| Credit Agricole Assurances SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/17/30<sup>(a)</sup> | EUR | 300 | 269148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, (Call 01/13/25)<sup>(a)(b)(d)</sup> | EUR | 300 | 320718 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/27/48 (Call 09/27/28)<sup>(a)(b)</sup> | EUR | 200 | 214440 |
| Credit Agricole Home Loan SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/12/28<sup>(a)(c)</sup> | EUR | 500 | 463876 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/03/31<sup>(a)(c)</sup> | EUR | 300 | 249625 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 12/06/29<sup>(a)</sup> | EUR | 200 | 177073 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/30/24<sup>(a)</sup> | EUR | 300 | 311159 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/03/25<sup>(a)</sup> | EUR | 400 | 410025 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/05/27<sup>(a)</sup> | EUR | 100 | 98605 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/06/34 | EUR | 200 | 170683 |
| &nbsp;&nbsp;&nbsp;1.00%, 01/16/29 | EUR | 400 | 385977 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/03/32<sup>(a)</sup> | EUR | 200 | 187944 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/03/37<sup>(a)</sup> | EUR | 400 | 350684 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/28/38<sup>(a)</sup> | EUR | 100 | 85933 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/31/30 | EUR | 200 | 196633 |
| &nbsp;&nbsp;&nbsp;2.13%, 01/07/30 | EUR | 300 | 306606 |
| Credit Agricole Public Sector SCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/13/28<sup>(c)</sup> | EUR | 200 | 183541 |
| &nbsp;&nbsp;&nbsp;0.63%, 03/29/29 | EUR | 200 | 187934 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/07/23<sup>(a)</sup> | EUR | 200 | 216806 |
| Credit Agricole SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/12/28 (Call 01/12/27)<sup>(a)(b)</sup> | EUR | 600 | 573102 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/14/32<sup>(a)</sup> | EUR | 100 | 84215 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/18/25<sup>(a)</sup> | EUR | 600 | 617119 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/22/26 (Call 04/22/25)<sup>(a)(b)</sup> | EUR | 700 | 714378 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/03/29<sup>(a)</sup> | EUR | 300 | 279643 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/24/29<sup>(a)</sup> | EUR | 400 | 380089 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/12/32<sup>(a)</sup> | EUR | 300 | 256790 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/25/29<sup>(a)</sup> | EUR | 400 | 381133 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/22/34<sup>(a)</sup> | EUR | 200 | 190421 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/17/27<sup>(a)</sup> | EUR | 200 | 205354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2, 0.84%, 06/09/27<sup>(a)</sup> | JPY | 100000 | 743687 |
| Credit Agricole SA/London |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/03/27<sup>(a)</sup> | EUR | 600 | 598744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/20/24<sup>(a)</sup> | EUR | 600 | 644260 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| Credit Mutuel Arkea SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/18/30<sup>(a)</sup> | EUR | 400 | $352267 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/23/29<sup>(a)</sup> | EUR | 200 | 184735 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/11/29 (Call 06/11/28)<sup>(a)(b)</sup> | EUR | 200 | 188992 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/17/25<sup>(a)</sup> | EUR | 200 | 208526 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/25/29 (Call 10/25/24)<sup>(a)(b)</sup> | EUR | 200 | 206280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/19/27<sup>(a)</sup> | EUR | 400 | 428063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/11/31<sup>(a)</sup> | EUR | 100 | 100117 |
| Credit Mutuel Home Loan SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/20/28<sup>(a)(c)</sup> | EUR | 300 | 276330 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/28/30<sup>(a)</sup> | EUR | 100 | 88553 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/04/27<sup>(a)</sup> | EUR | 400 | 393444 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/15/27<sup>(a)</sup> | EUR | 400 | 391083 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/30/28<sup>(a)</sup> | EUR | 200 | 195702 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/30/29<sup>(a)</sup> | EUR | 400 | 385560 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/19/24<sup>(a)</sup> | EUR | 600 | 638501 |
| Danone SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/01/25 (Call 11/01/25)<sup>(a)(c)</sup> | EUR | 500 | 499399 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.71%, 11/03/24 (Call 08/03/24)<sup>(a)</sup> | EUR | 700 | 733807 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/30/24 (Call 02/29/24)<sup>(a)</sup> | EUR | 300 | 318755 |
| Dassault Systemes SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/16/24 (Call 06/16/24)<sup>(a)(c)</sup> | EUR | 300 | 309707 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/16/26 (Call 06/16/26)<sup>(a)</sup> | EUR | 300 | 293087 |
| Dexia Credit Local SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/21/28<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;281665 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/03/24<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;635963 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;607328 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/26/24<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;735466 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/08/23<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;120643 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/12/25<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;590991 |
| Edenred, 1.38%, 03/10/25 (Call 12/10/24)<sup>(a)</sup> | EUR | 600 | 622781 |
| Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/09/49 (Call 06/09/49)<sup>(a)</sup> | EUR | 300 | 199496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/12/25<sup>(a)</sup> | EUR | 450 | 496639 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/12/29 (Call 07/12/29)<sup>(a)</sup> | EUR | 200 | 220498 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/12/40<sup>(a)</sup> | EUR | 350 | 380929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/26/30<sup>(a)</sup> | EUR | 450 | 504413 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/12/34 (Call 07/12/34)<sup>(a)</sup> | EUR | 400 | 445575 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/22/50<sup>(a)</sup> | GBP | 400 | 448077 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/25/35 | GBP | 100 | 121682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/27/37<sup>(a)</sup> | GBP | 200 | 240852 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/17/41<sup>(a)</sup> | GBP | 200 | 237688 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/25/53 | GBP | 100 | 119250 |
| &nbsp;&nbsp;&nbsp;5.88%, 07/18/31 | GBP | 224 | 286489 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 06/02/34<sup>(a)</sup> | GBP | 300 | 388699 |
| ELO SACA, 2.38%, 04/25/25 (Call 01/25/25)<sup>(a)</sup> | EUR | 600 | 622918 |
| Engie SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/19/25 (Call 06/19/25)<sup>(a)</sup> | EUR | 700 | 712301 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/24/41 (Call 07/24/41)<sup>(a)</sup> | EUR | 200 | 137992 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/22/28 (Call 03/22/28)<sup>(a)</sup> | EUR | 400 | 389626 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/28/29 (Call 11/28/28)<sup>(a)</sup> | EUR | 400 | 384669 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/21/39 (Call 03/21/39)<sup>(a)</sup> | EUR | 200 | 148811 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/13/35 (Call 12/13/34)<sup>(a)</sup> | EUR | 200 | 165588 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, (Call 05/30/28)<sup>(a)(b)(d)</sup> | EUR | 300 | 265932 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, (Call 04/08/25)<sup>(a)(d)</sup> | EUR | 500 | 504166 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/27/29 (Call 06/27/29)<sup>(a)</sup> | EUR | 400 | 433003 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/11/30 (Call 10/11/29)<sup>(a)</sup> | EUR | 200 | 217158 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/11/43 (Call 10/11/42)<sup>(a)</sup> | EUR | 100 | 109896 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/60<sup>(a)</sup> | GBP | 150 | 181260 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/28 | GBP | 100 | 136841 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| EssilorLuxottica SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/05/26 (Call 10/01/25)<sup>(a)</sup> | EUR | 200 | $202558 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/27/27 (Call 08/27/27)<sup>(a)</sup> | EUR | 500 | 484092 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/27/31 (Call 08/27/31)<sup>(a)</sup> | EUR | 400 | 359238 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/09/24 (Call 01/09/24)<sup>(a)</sup> | EUR | 100 | 108086 |
| Eutelsat SA, 2.25%, 07/13/27 (Call 04/13/27)<sup>(a)</sup> | EUR | 300 | 275840 |
| Gecina SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/30/29 (Call 10/30/28)<sup>(a)</sup> | EUR | 100 | 93297 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/26/28 (Call 10/26/27)<sup>(a)</sup> | EUR | 300 | 297731 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/29/34 (Call 02/28/34)<sup>(a)</sup> | EUR | 100 | 87228 |
| GELF Bond Issuer I SA, 1.13%, 07/18/29 (Call 04/18/29)<sup>(a)</sup> | EUR | 200 | 171546 |
| Groupe des Assurances du Credit Mutuel SADIR, 1.85%, 04/21/42 (Call 10/21/31)<sup>(a)</sup> | EUR | 300 | 245052 |
| Holding d'Infrastructures de Transport SASU, 0.63%, 03/27/23 (Call 03/02/23)<sup>(a)</sup> | EUR | 300 | 325128 |
| HSBC Continental Europe SA, 0.25%, 05/17/24<sup>(a)</sup> | EUR | 500 | 522979 |
| HSBC SFH France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/17/25<sup>(a)</sup> | EUR | 200 | 204737 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/22/27 | EUR | 200 | 197648 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/28/28<sup>(a)</sup> | EUR | 300 | 315725 |
| ICADE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/19/30 (Call 10/19/29)<sup>(a)</sup> | EUR | 400 | 349136 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/17/25 (Call 08/17/25)<sup>(a)</sup> | EUR | 300 | 303462 |
| Icade Sante SAS, 0.88%, 11/04/29 (Call 08/04/29)<sup>(a)</sup> | EUR | 300 | 260603 |
| Ile-de-France Mobilites, 0.68%, 11/24/36<sup>(a)</sup> | EUR | 200 | 153347 |
| Ile-De-France Mobilites, 1.00%, 05/25/34<sup>(a)</sup> | EUR | 200 | 171809 |
| Imerys SA, 1.50%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | EUR | 200 | 200649 |
| Indigo Group SAS, 1.63%, 04/19/28 (Call 01/19/28)<sup>(a)</sup> | EUR | 200 | 191471 |
| In'li SA, 1.13%, 07/02/29 (Call 04/02/29)<sup>(a)</sup> | EUR | 100 | 91024 |
| JCDecaux SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 02/07/30 (Call 11/07/29)<sup>(a)</sup> | EUR | 200 | 179073 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/24/24 (Call 07/24/24)<sup>(a)</sup> | EUR | 100 | 105726 |
| Kering SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/13/28 (Call 02/13/28)<sup>(a)</sup> | EUR | 200 | 194411 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/05/25 | EUR | 100 | 104383 |
| Klepierre SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/01/30 (Call 04/01/30)<sup>(a)</sup> | EUR | 500 | 429772 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/17/31 (Call 11/17/30)<sup>(a)</sup> | EUR | 100 | 84634 |
| La Banque Postale Home Loan SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/22/29<sup>(a)(c)</sup> | EUR | 300 | 266927 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/23/27<sup>(a)</sup> | EUR | 250 | 244815 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/04/28<sup>(a)</sup> | EUR | 200 | 194700 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/12/30<sup>(a)</sup> | EUR | 500 | 494729 |
| La Banque Postale SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/23/31<sup>(a)</sup> | EUR | 200 | 166571 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/13/28<sup>(a)</sup> | EUR | 500 | 492485 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/05/34 (Call 12/05/28)<sup>(a)(b)</sup> | EUR | 300 | 327013 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/21/28 (Call 09/21/27)<sup>(a)(b)</sup> | GBP | 100 | 123678 |
| La Mondiale SAM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/20/26 (Call 01/20/26)<sup>(a)</sup> | EUR | 300 | 291678 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/23/31 (Call 03/23/31)<sup>(a)</sup> | EUR | 200 | 173279 |
| La Poste SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/17/27<sup>(a)</sup> | EUR | 600 | 568275 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/17/34<sup>(a)</sup> | EUR | 500 | 400109 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/04/25<sup>(a)</sup> | EUR | 200 | 206228 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/21/32<sup>(a)</sup> | EUR | 600 | 536169 |
| Legrand SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/24/28 (Call 03/24/28)<sup>(a)</sup> | EUR | 300 | 282628 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/06/26 (Call 12/06/25)<sup>(a)</sup> | EUR | 200 | $202643 |
| L'Oreal SA, 0.88%, 06/29/26 (Call 03/29/26)<sup>(a)</sup> | EUR | 200 | 203538 |
| LVMH Moet Hennessy Louis Vuitton SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/11/28 (Call 11/11/27)<sup>(a)</sup> | EUR | 500 | 475030 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/26/24 (Call 02/26/24)<sup>(a)</sup> | EUR | 1149 | 1219419 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/11/27 (Call 11/11/26)<sup>(a)</sup> | GBP | 300 | 330458 |
| MMB SCF SACA, 0.00%, 09/20/31<sup>(a)(c)</sup> | EUR | 400 | 333468 |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal, 2.13%, 06/21/52 (Call 03/21/32)<sup>(a)(b)</sup> | EUR | 200 | 154164 |
| Nerval SAS Co., 2.88%, 04/14/32 (Call 01/15/32)<sup>(a)</sup> | EUR | 200 | 180354 |
| Orange SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/03/27 (Call 11/03/26)<sup>(a)</sup> | EUR | 600 | 595293 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/20/28 (Call 12/20/27)<sup>(a)</sup> | EUR | 700 | 693770 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/09/27 (Call 06/09/27)<sup>(a)</sup> | EUR | 200 | 201373 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, (Call 07/15/28)<sup>(a)(b)(d)</sup> | EUR | 200 | 184222 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/18/32 (Call 02/18/32)<sup>(a)</sup> | EUR | 400 | 403198 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, (Call 01/15/25)<sup>(a)(b)(d)</sup> | EUR | 300 | 311048 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/09/24<sup>(a)</sup> | EUR | 100 | 108656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31)<sup>(a)</sup> | GBP | 300 | 331224 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, (Call 10/01/26)<sup>(a)(b)(d)</sup> | EUR | 100 | 109829 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/22/50<sup>(a)</sup> | GBP | 50 | 65300 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/23/34 | GBP | 191 | 253135 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 11/20/28<sup>(a)</sup> | GBP | 200 | 291266 |
| &nbsp;&nbsp;&nbsp;8.13%, 01/28/33 | EUR | 510 | 757901 |
| Orano SA, 2.75%, 03/08/28 (Call 12/08/27)<sup>(a)</sup> | EUR | 300 | 304062 |
| Pernod Ricard SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/24/27 (Call 07/24/27)<sup>(a)</sup> | EUR | 300 | 287957 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/07/29 (Call 01/07/29)<sup>(a)</sup> | EUR | 300 | 291554 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/08/30 (Call 01/08/30)<sup>(a)</sup> | EUR | 300 | 293814 |
| PSA Banque France SA, 0.63%, 06/21/24 (Call 03/21/24)<sup>(a)</sup> | EUR | 400 | 417796 |
| RCI Banque SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/15/23 (Call 06/15/23)<sup>(a)</sup> | EUR | 213 | 227930 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/10/23 (Call 02/03/23)<sup>(a)</sup> | EUR | 30 | 32492 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/17/23 (Call 03/02/23)<sup>(a)</sup> | EUR | 170 | 183827 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | EUR | 200 | 192578 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/11/25 (Call 01/11/25)<sup>(a)</sup> | EUR | 345 | 356741 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/10/26 (Call 01/10/26)<sup>(a)</sup> | EUR | 587 | 590493 |
| Regie Autonome des Transports Parisiens, 0.88%, 05/25/27<sup>(a)</sup> | EUR | 400 | 397940 |
| RTE Reseau de Transport, 0.75%, 01/12/34 (Call 10/12/33)<sup>(a)</sup> | EUR | 300 | 243996 |
| RTE Reseau de Transport d'Electricite SADIR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/09/27 (Call 06/09/27)<sup>(a)(c)</sup> | EUR | 300 | 280028 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/09/49 (Call 06/09/49)<sup>(a)</sup> | EUR | 500 | 313382 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/27/25 (Call 08/27/25)<sup>(a)</sup> | EUR | 300 | 310001 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/27/38 (Call 06/27/38)<sup>(a)</sup> | EUR | 200 | 176116 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/12/23<sup>(a)</sup> | EUR | 100 | 108497 |
| Sanofi |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/21/34 (Call 12/21/33)<sup>(a)</sup> | EUR | 100 | 89968 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/10/26 (Call 06/10/26)<sup>(a)</sup> | EUR | 500 | 520386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12FX, 1.38%, 03/21/30 (Call 12/21/29)<sup>(a)</sup> | EUR | 400 | 388713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 8, 1.00%, 03/21/26 (Call 12/21/25)<sup>(a)</sup> | EUR | 600 | 613016 |
| Sanofi SR, 1.25%, 04/06/29 (Call 01/06/29)<sup>(a)</sup> | EUR | 400 | 392866 |
| Schneider Electric SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/09/24 (Call 06/09/24)<sup>(a)</sup> | EUR | 400 | 414365 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/11/25 (Call 12/11/24)<sup>(a)</sup> | EUR | 200 | 207741 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/21/27 (Call 03/21/27)<sup>(a)</sup> | EUR | 100 | 100772 |
| SCOR SE, 3.00%, 06/08/46 (Call 06/08/26)<sup>(a)(b)</sup> | EUR | 200 | 202936 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| SNCF Reseau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/25/36<sup>(a)</sup> | EUR | 400 | $314730 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/22/29<sup>(a)</sup> | EUR | 300 | 288074 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/09/31<sup>(a)</sup> | EUR | 400 | 366578 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/19/27<sup>(a)</sup> | EUR | 400 | 402937 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/25/30<sup>(a)</sup> | EUR | 700 | 668398 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/30/34<sup>(a)</sup> | EUR | 300 | 283671 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/20/47<sup>(a)</sup> | EUR | 400 | 343744 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/07/26<sup>(a)</sup> | EUR | 200 | 226819 |
| &nbsp;&nbsp;&nbsp;4.83%, 03/25/60 | GBP | 160 | 205608 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/07/28<sup>(a)</sup> | GBP | 150 | 195450 |
| Societe Generale SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/24/26<sup>(a)</sup> | EUR | 600 | 588190 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/12/29 (Call 06/12/28)<sup>(a)(b)</sup> | EUR | 700 | 628141 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/02/27 (Call 12/02/26)<sup>(a)</sup> | EUR | 300 | 285674 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/26/23<sup>(a)</sup> | EUR | 200 | 216067 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/25/27<sup>(a)</sup> | EUR | 500 | 481493 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/01/26<sup>(a)</sup> | EUR | 100 | 98714 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/12/30<sup>(a)</sup> | EUR | 200 | 178756 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/03/24<sup>(a)</sup> | GBP | 300 | 353038 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/27/28<sup>(a)</sup> | EUR | 600 | 589494 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/27/25<sup>(a)</sup> | EUR | 700 | 744895 |
| Societe Generale SFH SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/11/30<sup>(a)(c)</sup> | EUR | 200 | 175823 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/05/31<sup>(a)(c)</sup> | EUR | 100 | 85238 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/23/24<sup>(a)</sup> | EUR | 100 | 105611 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/30/25<sup>(a)</sup> | EUR | 300 | 308928 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/28/26<sup>(a)</sup> | EUR | 400 | 402215 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/18/27<sup>(a)</sup> | EUR | 400 | 391074 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/19/28<sup>(a)</sup> | EUR | 500 | 486288 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/05/28<sup>(a)</sup> | EUR | 400 | 399428 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/05/34<sup>(a)</sup> | EUR | 300 | 282673 |
| Societe National SNCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/02/29<sup>(a)</sup> | EUR | 300 | 297373 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/02/24<sup>(a)</sup> | EUR | 50 | 55089 |
| Sodexo SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/17/24 (Call 10/17/23)<sup>(a)</sup> | EUR | 200 | 212057 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/17/28 (Call 04/17/28)<sup>(a)</sup> | EUR | 300 | 295011 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/24/26 (Call 03/24/26)<sup>(a)</sup> | EUR | 150 | 159901 |
| Suez SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/19/28 (Call 02/19/28)<sup>(a)</sup> | EUR | 600 | 583023 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/14/35 (Call 02/14/35)<sup>(a)</sup> | EUR | 300 | 245878 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/10/25 (Call 06/10/25)<sup>(a)</sup> | EUR | 400 | 418435 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, (Call 01/19/24)<sup>(a)(b)(d)</sup> | EUR | 200 | 212038 |
| Suez SACA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/24/27 (Call 02/24/27)<sup>(a)</sup> | EUR | 300 | 301544 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/24/30 (Call 02/24/30)<sup>(a)</sup> | EUR | 200 | 196268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/24/34 (Call 02/24/34)<sup>(a)</sup> | EUR | 200 | 189973 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/03/28 (Call 08/03/28)<sup>(a)</sup> | EUR | 200 | 225286 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/03/32 (Call 08/03/32)<sup>(a)</sup> | EUR | 100 | 114589 |
| TDF Infrastructure SAS, 2.50%, 04/07/26 (Call 01/07/26)<sup>(a)</sup> | EUR | 300 | 307972 |
| Teleperformance |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/02/25 (Call 04/02/25)<sup>(a)</sup> | EUR | 400 | 416613 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/24/29 (Call 03/24/29)<sup>(a)</sup> | EUR | 300 | 320079 |
| Terega SA, 2.20%, 08/05/25 (Call 05/05/25)<sup>(a)</sup> | EUR | 200 | 210655 |
| Terega SASU, 0.63%, 02/27/28 (Call 11/27/27)<sup>(a)</sup> | EUR | 100 | 91572 |
| Thales SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/29/27 (Call 10/29/26)<sup>(a)</sup> | EUR | 100 | 95979 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/07/23 (Call 03/07/23)<sup>(a)</sup> | EUR | 300 | 324218 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **France (continued)** |  |  |  |
| TotalEnergies Capital International SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/12/23<sup>(a)</sup> | EUR | 300 | $322300 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/12/28<sup>(a)</sup> | EUR | 600 | 568999 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.41%, 09/03/31 (Call 06/03/31)<sup>(a)</sup> | GBP | 100 | 97844 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.66%, 07/22/26 (Call 04/22/26)<sup>(a)</sup> | GBP | 400 | 453427 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 04/08/32 (Call 01/08/32)<sup>(a)</sup> | EUR | 800 | 772790 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/25/26<sup>(a)</sup> | EUR | 200 | 212618 |
| TotalEnergies SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, (Call 10/25/27)<sup>(a)(b)(d)</sup> | EUR | 200 | 180737 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, (Call 09/04/30)<sup>(a)(b)(d)</sup> | EUR | 500 | 425489 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, (Call 07/17/36)<sup>(a)(b)(d)</sup> | EUR | 200 | 165608 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, (Call 10/06/26)<sup>(a)(b)(d)</sup> | EUR | 240 | 248489 |
| Unibail Rodamco Westfld Co., 2.88%, (Call 01/25/26)<sup>(a)(b)(d)</sup> | EUR | 200 | 184281 |
| Unibail-Rodamco-Westfield SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/29/32 (Call 12/29/31)<sup>(a)</sup> | EUR | 200 | 161401 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/22/28<sup>(a)</sup> | EUR | 450 | 432111 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/27/34 (Call 11/27/33)<sup>(a)</sup> | EUR | 300 | 256598 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/29/32 (Call 03/29/32)<sup>(a)</sup> | EUR | 200 | 180743 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/14/38 (Call 02/14/38)<sup>(a)</sup> | EUR | 200 | 170237 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/04/26<sup>(a)</sup> | EUR | 600 | 621091 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/09/30 (Call 01/09/30)<sup>(a)</sup> | EUR | 100 | 101774 |
| Veolia Environnement SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/26 (Call 08/30/26)<sup>(a)</sup> | EUR | 100 | 101682 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/25/33 | EUR | 465 | 608515 |
| Vinci SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/18/29 (Call 10/18/28)<sup>(a)</sup> | EUR | 400 | 399584 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/15/34 (Call 06/15/34)<sup>(a)</sup> | GBP | 200 | 207839 |
| Vivendi SE, 0.63%, 06/11/25 (Call 03/11/25)<sup>(a)</sup> | EUR | 400 | 406533 |
| Wendel SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | EUR | 300 | 253115 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/26/26 (Call 01/26/26)<sup>(a)</sup> | EUR | 200 | 203417 |
| Westfield America Management Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/30/25 (Call 01/30/25)<sup>(a)</sup> | GBP | 200 | 227550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/30/29 (Call 12/30/28)<sup>(a)</sup> | GBP | 100 | 101222 |
| Worldline SA/France, 0.88%, 06/30/27 (Call 03/30/27)<sup>(a)</sup> | EUR | 300 | 287719 |
|  |  |  | 129780113 |
| **Georgia — 0.1%** |  |  |  |
| adidas AG, 3.13%, 11/21/29 (Call 08/21/29)<sup>(a)</sup> | EUR | 200 | 217048 |
| Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/09/28<sup>(a)(c)</sup> | EUR | 1225 | 1135431 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/31/26<sup>(a)</sup> | GBP | 400 | 451119 |
| Landesbank Baden-Wuerttemberg, 0.00%, 06/17/26<sup>(c)</sup> | EUR | 200 | 196626 |
| Landeskreditbank Baden-Wuerttemberg Foerderbank, 0.63%, 12/15/25 | GBP | 200 | 224448 |
|  |  |  | 2224672 |
| **Germany — 3.3%** |  |  |  |
| Aareal Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/01/30<sup>(a)</sup> | EUR | 400 | 356029 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/18/28<sup>(a)</sup> | EUR | 400 | 363339 |
| Allianz Finance II BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/14/31 (Call 10/14/30)<sup>(a)</sup> | EUR | 400 | 356468 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/15/26 (Call 10/15/25)<sup>(a)</sup> | EUR | 400 | 407964 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/21/31 (Call 01/21/31)<sup>(a)</sup> | EUR | 100 | 95151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 62, 4.50%, 03/13/43<sup>(a)</sup> | GBP | 200 | 245801 |
| Allianz SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/25/49 (Call 09/25/29)<sup>(a)</sup> | EUR | 200 | 176064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 07/07/45 (Call 07/07/25)<sup>(a)(b)</sup> | EUR | 500 | 513673 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 07/06/47 (Call 07/06/27)<sup>(a)(b)</sup> | EUR | 400 | $410382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, (Call 09/18/24)<sup>(a)(b)(d)</sup> | EUR | 200 | 212075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/05/52 (Call 01/05/32)<sup>(a)</sup> | EUR | 200 | 207326 |
| alstria office REIT-AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | EUR | 100 | 79463 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/12/23 (Call 03/02/23)<sup>(a)</sup> | EUR | 200 | 215288 |
| Amprion GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 09/22/27 (Call 06/22/27)<sup>(a)</sup> | EUR | 300 | 324289 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 09/22/32 (Call 06/22/32)<sup>(a)</sup> | EUR | 400 | 437561 |
| Aroundtown SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 07/09/28 (Call 04/09/28)<sup>(a)</sup> | EUR | 200 | 153482 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/28/26 (Call 02/28/26)<sup>(a)</sup> | EUR | 400 | 361212 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/31/28 (Call 10/31/27)<sup>(a)</sup> | EUR | 200 | 159385 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, (Call 09/23/24)<sup>(a)(b)(d)</sup> | EUR | 200 | 106493 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/10/31 (Call 01/10/31)<sup>(a)</sup> | GBP | 250 | 212546 |
| BASF SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | EUR | 300 | 299427 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/06/31 (Call 07/06/31)<sup>(a)</sup> | EUR | 160 | 139968 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/17/31 (Call 12/17/30)<sup>(a)</sup> | EUR | 300 | 281978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/29/32 (Call 03/29/32)<sup>(a)</sup> | EUR | 200 | 219224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 7Y, 0.88%, 05/22/25<sup>(a)</sup> | EUR | 574 | 601672 |
| Bausparkasse Schwaebisch Hall AG |  |  |  |
| &nbsp;&nbsp;&nbsp;0.20%, 10/28/31 | EUR | 200 | 171672 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 04/27/33<sup>(a)</sup> | EUR | 500 | 411329 |
| Bayer AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/12/31 (Call 04/12/31)<sup>(a)</sup> | EUR | 300 | 251517 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/12/36 (Call 10/12/35)<sup>(a)</sup> | EUR | 200 | 151542 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/06/32 (Call 04/06/32)<sup>(a)</sup> | EUR | 200 | 174616 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/06/32 (Call 04/06/32)<sup>(a)</sup> | EUR | 200 | 174616 |
| Bayer Capital Corp. BV, 2.13%, 12/15/29 (Call 09/15/29)<sup>(a)</sup> | EUR | 600 | 589762 |
| Bayerische Landesbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/20/26<sup>(a)</sup> | EUR | 180 | 182866 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/19/28<sup>(a)</sup> | EUR | 400 | 391426 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/22/32 (Call 08/22/27)<sup>(a)(b)</sup> | EUR | 400 | 353467 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/08/24<sup>(a)</sup> | EUR | 300 | 320486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/28/32<sup>(a)</sup> | EUR | 250 | 263041 |
| Bayerische Landesbodenkreditanstalt, 0.63%, 11/23/26 | EUR | 100 | 99762 |
| Berlin Hyp AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/17/27<sup>(a)(c)</sup> | EUR | 500 | 482765 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/18/30<sup>(a)</sup> | EUR | 300 | 269373 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/03/24<sup>(a)</sup> | EUR | 100 | 104936 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/05/29<sup>(a)</sup> | EUR | 500 | 443829 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/10/32<sup>(a)</sup> | EUR | 200 | 196924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 200, 0.38%, 02/21/25<sup>(a)</sup> | EUR | 500 | 513488 |
| Bertelsmann SE & Co. KGaA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/29/25 (Call 06/29/25)<sup>(a)</sup> | EUR | 300 | 309711 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/29/29 | EUR | 200 | 216252 |
| BMW Canada Inc., Series V, 2.41%, 11/27/23 | CAD | 200 | 147318 |
| BMW Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/11/26<sup>(a)(c)</sup> | EUR | 300 | 298446 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/14/27<sup>(a)</sup> | EUR | 200 | 196620 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/06/23<sup>(a)</sup> | EUR | 140 | 149811 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/13/26<sup>(a)</sup> | EUR | 355 | 358039 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/03/25<sup>(a)</sup> | EUR | 250 | 259813 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/14/32<sup>(a)</sup> | EUR | 100 | 89077 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/21/25<sup>(a)</sup> | EUR | 50 | 52323 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/10/28<sup>(a)</sup> | EUR | 400 | 396001 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/06/29<sup>(a)</sup> | EUR | 400 | 392753 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| BMW International Investment BV, 1.88%, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;09/11/23<sup>(a)</sup> | GBP | 261 | $317861 |
| Commerzbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 07/11/24<sup>(a)</sup> | EUR | 250 | 259636 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/09/26 | EUR | 570 | 569513 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 08/28/24<sup>(a)</sup> | EUR | 700 | 729492 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/22/27<sup>(a)</sup> | EUR | 500 | 477504 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/18/28<sup>(a)</sup> | EUR | 450 | 440389 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/19/25<sup>(a)</sup> | EUR | 400 | 402193 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/22/25<sup>(a)</sup> | GBP | 300 | 343100 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/32<sup>(a)</sup> | EUR | 500 | 510422 |
| Continental AG, 2.50%, 08/27/26 (Call 05/27/26) | EUR | 400 | 423993 |
| Covestro AG, 0.88%, 02/03/26 (Call 11/03/25)<sup>(a)</sup> | EUR | 300 | 302124 |
| Daimler AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/11/33<sup>(a)</sup> | EUR | 450 | 375005 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/15/27<sup>(a)</sup> | EUR | 200 | 198568 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/03/29<sup>(a)</sup> | EUR | 350 | 341939 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/22/26<sup>(a)</sup> | EUR | 550 | 575420 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/27/31<sup>(a)</sup> | EUR | 310 | 304606 |
| Daimler International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 02/28/25<sup>(a)</sup> | EUR | 598 | 621186 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/11/24<sup>(a)</sup> | GBP | 200 | 235551 |
| Daimler Truck International Finance BV, 1.63%, 04/06/27<sup>(a)</sup> | EUR | 300 | 300233 |
| DekaBank Deutsche Girozentrale, 0.30%, 11/20/26<sup>(a)</sup> | EUR | 200 | 193200 |
| Deutsche Apotheker-und Aerztebank eG, 0.50%, 02/14/25 | EUR | 400 | 411691 |
| Deutsche Bahn Finance GMBH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/26/28<sup>(a)</sup> | EUR | 150 | 143611 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/08/50<sup>(a)</sup> | EUR | 600 | 344611 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/11/31<sup>(a)</sup> | EUR | 470 | 422207 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, (Call 01/23/25)<sup>(a)(b)(d)</sup> | EUR | 500 | 500089 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/17/27 (Call 09/17/27) | EUR | 150 | 148711 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/18/28<sup>(a)</sup> | EUR | 562 | 550082 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/07/25 (Call 04/07/25)<sup>(a)</sup> | GBP | 250 | 291060 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/16/40<sup>(a)</sup> | EUR | 600 | 479570 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/19/29<sup>(a)</sup> | EUR | 50 | 53423 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/27/24<sup>(a)</sup> | AUD | 100 | 69589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series CB, 1.60%, (Call 07/18/29)<sup>(a)(b)(d)</sup> | EUR | 200 | 177510 |
| Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/21/30<sup>(a)</sup> | EUR | 100 | 89384 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/15/23<sup>(a)</sup> | EUR | 250 | 270059 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/08/24<sup>(a)</sup> | EUR | 122 | 128332 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/31/28<sup>(a)</sup> | EUR | 222 | 207831 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/19/23<sup>(a)</sup> | CHF | 100 | 107520 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/17/25<sup>(a)</sup> | EUR | 200 | 207972 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/17/32 (Call 02/17/31)<sup>(a)(b)</sup> | EUR | 400 | 335055 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/20/27<sup>(a)</sup> | EUR | 400 | 394035 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/17/28<sup>(a)</sup> | EUR | 100 | 96635 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/19/30 (Call 11/19/29)<sup>(a)(b)</sup> | EUR | 200 | 178334 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/12/26<sup>(a)</sup> | EUR | 400 | 419984 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/30/37<sup>(a)</sup> | EUR | 500 | 517272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/24/28 (Call 05/24/27)<sup>(a)</sup> | EUR | 300 | 309150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/12/24<sup>(a)</sup> | GBP | 300 | 363837 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/24/32 (Call 03/24/27)<sup>(a)</sup> | EUR | 500 | 502758 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/19/31 (Call 02/19/26)<sup>(a)(b)</sup> | EUR | 200 | 216652 |
| Deutsche Boerse AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/22/31 (Call 11/22/30)<sup>(a)</sup> | EUR | 100 | 86874 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/04/32 (Call 01/04/32)<sup>(a)</sup> | EUR | 200 | 189138 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/08/25<sup>(a)</sup> | EUR | 120 | 128061 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| Deutsche Hypothekenbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 02/22/23 | EUR | 300 | $325793 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/17/24 | EUR | 200 | 209200 |
| Deutsche Kreditbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/07/29<sup>(a)(c)</sup> | EUR | 370 | 331555 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/26/24<sup>(a)</sup> | EUR | 500 | 518728 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 06/18/24<sup>(a)</sup> | EUR | 100 | 106267 |
| Deutsche Pfandbriefbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;0.10%, 01/21/28 | EUR | 500 | 471394 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/15/23 | EUR | 100 | 108465 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/27/25<sup>(a)</sup> | EUR | 400 | 386838 |
| &nbsp;&nbsp;&nbsp;0.63%, 08/30/27 | EUR | 600 | 586376 |
| Deutsche Post AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/20/32 (Call 02/20/32)<sup>(a)</sup> | EUR | 449 | 410362 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/05/28 (Call 09/05/28)<sup>(a)</sup> | EUR | 100 | 101728 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 12/11/24<sup>(a)</sup> | EUR | 434 | 472951 |
| Deutsche Telekom AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/25/31<sup>(a)</sup> | EUR | 250 | 241434 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/09/49<sup>(a)</sup> | EUR | 544 | 408901 |
| Deutsche Telekom International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/13/24<sup>(a)</sup> | EUR | 500 | 520451 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/30/27<sup>(a)</sup> | EUR | 600 | 612390 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/03/28<sup>(a)</sup> | EUR | 255 | 254289 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/13/29<sup>(a)</sup> | GBP | 261 | 285252 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/28/30<sup>(a)</sup> | EUR | 100 | 116627 |
| Deutsche Wohnen SE, 1.50%, 04/30/30 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/30/30)<sup>(a)</sup> | EUR | 200 | 177927 |
| DZ HYP AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/27<sup>(a)(c)</sup> | EUR | 300 | 289914 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/27/28<sup>(a)(c)</sup> | EUR | 425 | 391171 |
| &nbsp;&nbsp;&nbsp;0.05%, 12/06/24 | EUR | 100 | 102619 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 08/31/26<sup>(a)</sup> | EUR | 400 | 391861 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/01/24<sup>(a)</sup> | EUR | 500 | 525740 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/10/34<sup>(a)</sup> | EUR | 425 | 340527 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/13/25<sup>(a)</sup> | EUR | 300 | 303788 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/02/26<sup>(a)</sup> | EUR | 300 | 304414 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/30/27<sup>(a)</sup> | EUR | 250 | 246791 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/18/30<sup>(a)</sup> | EUR | 600 | 568249 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/17/34<sup>(a)</sup> | EUR | 250 | 216536 |
| E.ON International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/31/29 (Call 04/30/29)<sup>(a)</sup> | EUR | 786 | 755105 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/30/26 (Call 02/28/26)<sup>(a)</sup> | EUR | 258 | 267145 |
| &nbsp;&nbsp;&nbsp;5.53%, 02/21/23 | EUR | 250 | 272176 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 10/30/37<sup>(a)</sup> | GBP | 350 | 454867 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 07/06/39<sup>(a)</sup> | GBP | 50 | 66775 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/03/30<sup>(a)</sup> | GBP | 160 | 212666 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/07/32 | GBP | 190 | 258366 |
| E.ON SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/24/26 (Call 07/24/26)<sup>(a)</sup> | EUR | 450 | 440408 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/29/27 (Call 06/29/27)<sup>(a)</sup> | EUR | 200 | 192536 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/20/28 (Call 11/20/27)<sup>(a)</sup> | EUR | 200 | 192195 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/18/34 (Call 07/18/34)<sup>(a)</sup> | EUR | 300 | 239717 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/22/29 (Call 02/22/29)<sup>(a)</sup> | EUR | 215 | 208643 |
| EnBW Energie Baden-Wuerttemberg AG, 1.63%, 08/05/79 (Call 05/05/27)<sup>(a)(b)</sup> | EUR | 200 | 185468 |
| EnBW International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/01/33 (Call 12/01/32)<sup>(a)</sup> | EUR | 150 | 117197 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/31/33 (Call 07/31/33)<sup>(a)</sup> | EUR | 436 | 391384 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/07/39 | EUR | 330 | 444636 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| Eurogrid GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.11%, 05/15/32 (Call 02/15/32)<sup>(a)</sup> | EUR | 200 | $175383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 09/05/31 (Call 06/05/31)<sup>(a)</sup> | EUR | 400 | 424193 |
| Evonik Finance BV, 0.75%, 09/07/28 (Call 06/07/28)<sup>(a)</sup> | EUR | 270 | 253056 |
| Fresenius SE & Co. KGaA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/15/28 (Call 10/15/27)<sup>(a)</sup> | EUR | 785 | 734661 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/24/25 (Call 04/24/25)<sup>(a)</sup> | EUR | 450 | 469028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/15/29 (Call 11/15/28)<sup>(a)</sup> | EUR | 270 | 274821 |
| Grand City Properties SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 08/03/26 (Call 05/03/26)<sup>(a)</sup> | EUR | 400 | 375497 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, (Call 03/09/26)<sup>(a)(b)(d)</sup> | EUR | 100 | 47998 |
| Hamburg Commercial Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/19/27<sup>(a)(c)</sup> | EUR | 200 | 192882 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/12/23<sup>(a)</sup> | EUR | 300 | 322597 |
| Hamburger Sparkasse AG, 0.38%, 05/23/24<sup>(a)</sup> | EUR | 300 | 314123 |
| Hannover Rueck SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/18/28 (Call 01/18/28)<sup>(a)</sup> | EUR | 300 | 290233 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/30/42 (Call 12/30/31)<sup>(a)(b)</sup> | EUR | 100 | 81313 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/08/40 (Call 07/08/30)<sup>(a)(b)</sup> | EUR | 200 | 174866 |
| HeidelbergCement AG, 1.50%, 02/07/25 (Call 11/07/24)<sup>(a)</sup> | EUR | 531 | 556939 |
| HeidelbergCement Finance Luxembourg SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/01/27 (Call 09/01/27)<sup>(a)</sup> | EUR | 320 | 313218 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/14/27 (Call 03/14/27)<sup>(a)</sup> | EUR | 235 | 236340 |
| HOCHTIEF AG, 0.63%, 04/26/29 (Call 01/26/29)<sup>(a)</sup> | EUR | 350 | 307370 |
| HOWOGE Wohnungs-baugesellschaft mbH, 0.63%, 11/01/28 (Call 08/01/28)<sup>(a)</sup> | EUR | 500 | 449412 |
| Infineon Technologies AG, 1.63%, 06/24/29 (Call 03/24/29)<sup>(a)</sup> | EUR | 300 | 291124 |
| ING-DiBa AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/16/26<sup>(a)</sup> | EUR | 400 | 392418 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/23/39<sup>(a)</sup> | EUR | 100 | 79436 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/09/33<sup>(a)</sup> | EUR | 400 | 364595 |
| Investitionsbank Berlin |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/17/26 | EUR | 200 | 201366 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/04/27<sup>(a)</sup> | EUR | 400 | 433421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 214, 0.00%, 04/18/28<sup>(a)(c)</sup> | EUR | 200 | 187803 |
| Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/15/23<sup>(c)</sup> | EUR | 200 | 213832 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/02/24<sup>(a)(c)</sup> | EUR | 500 | 526012 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/04/24<sup>(a)(c)</sup> | EUR | 1000 | 1044317 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/18/25<sup>(a)(c)</sup> | EUR | 500 | 513472 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/15/26<sup>(a)(c)</sup> | EUR | 425 | 421379 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/30/26<sup>(a)(c)</sup> | EUR | 1400 | 1378683 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/31/27<sup>(a)(c)</sup> | EUR | 1000 | 969358 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/30/27<sup>(a)(c)</sup> | EUR | 600 | 580414 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/05/27<sup>(a)(c)</sup> | EUR | 950 | 918876 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/15/27<sup>(a)(c)</sup> | EUR | 1000 | 950550 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/15/28<sup>(a)(c)</sup> | EUR | 1250 | 1163944 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/15/29<sup>(a)(c)</sup> | EUR | 800 | 730174 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/17/30<sup>(a)(c)</sup> | EUR | 2700 | 2374927 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/10/31<sup>(a)(c)</sup> | EUR | 1500 | 1307760 |
| &nbsp;&nbsp;&nbsp;0.05%, 05/30/24 | EUR | 50 | 52410 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/29/34<sup>(a)</sup> | EUR | 1010 | 791926 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/15/24 | EUR | 400 | 423662 |
| &nbsp;&nbsp;&nbsp;0.13%, 10/04/24 | EUR | 925 | 961840 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/30/26<sup>(a)</sup> | GBP | 200 | 213394 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/09/32<sup>(a)</sup> | EUR | 1170 | 1004459 |
| &nbsp;&nbsp;&nbsp;0.25%, 06/30/25 | EUR | 1000 | 1023509 |
| &nbsp;&nbsp;&nbsp;0.38%, 04/23/25 | EUR | 750 | 772899 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 03/09/26 | EUR | 1370 | $1384781 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/15/25 | EUR | 700 | 729469 |
| &nbsp;&nbsp;&nbsp;0.63%, 02/22/27 | EUR | 800 | 797899 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/07/28 | EUR | 2151 | 2107584 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/07/27<sup>(a)</sup> | GBP | 300 | 320453 |
| &nbsp;&nbsp;&nbsp;0.75%, 06/28/28 | EUR | 1290 | 1260232 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/18/24<sup>(a)</sup> | GBP | 500 | 588538 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/15/26<sup>(a)</sup> | GBP | 970 | 1076421 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/04/39<sup>(a)</sup> | EUR | 320 | 254115 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/04/25<sup>(a)</sup> | GBP | 700 | 809196 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/15/32<sup>(a)</sup> | EUR | 220 | 205392 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/31/37<sup>(a)</sup> | EUR | 600 | 512420 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/15/37<sup>(a)</sup> | EUR | 100 | 85015 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/29/23<sup>(a)</sup> | GBP | 400 | 481457 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/30/27<sup>(a)</sup> | EUR | 2010 | 2045474 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/04/36<sup>(a)</sup> | EUR | 440 | 386690 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/15/25<sup>(a)</sup> | GBP | 400 | 460223 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/31/35<sup>(a)</sup> | EUR | 370 | 337400 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/11/24 | EUR | 350 | 373730 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/27 | AUD | 200 | 131195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/27/25<sup>(a)</sup> | AUD | 500 | 354877 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/19/24 | AUD | 70 | 50077 |
| &nbsp;&nbsp;&nbsp;6.00%, 12/07/28 | GBP | 150 | 205965 |
| Landesbank Baden-Wuerttemberg |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/27/23<sup>(a)</sup> | EUR | 100 | 107606 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/10/25<sup>(a)</sup> | EUR | 400 | 410947 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/14/26<sup>(a)</sup> | EUR | 486 | 488660 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/18/27<sup>(a)</sup> | EUR | 600 | 569939 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/21/31<sup>(a)</sup> | EUR | 600 | 493810 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/28/28<sup>(a)</sup> | EUR | 300 | 308758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 812, 0.00%, 07/16/27<sup>(a)(c)</sup> | EUR | 300 | 286757 |
| Landesbank Hessen-Thueringen Girozentrale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/22/25<sup>(a)(c)</sup> | EUR | 500 | 510852 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/12/25<sup>(a)</sup> | EUR | 600 | 605880 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/25/25<sup>(a)</sup> | EUR | 300 | 304929 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/20/28<sup>(a)</sup> | EUR | 600 | 588757 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/27)<sup>(a)(b)</sup> | EUR | 300 | 316922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H337, 0.00%, 09/26/29<sup>(c)</sup> | EUR | 400 | 359173 |
| Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/13/26<sup>(a)</sup> | EUR | 430 | 430754 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/25/27<sup>(a)</sup> | EUR | 400 | 393431 |
| Landwirtschaftliche Rentenbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/19/28<sup>(a)(c)</sup> | EUR | 500 | 466621 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/27/29<sup>(a)(c)</sup> | EUR | 1510 | 1356846 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/30/31<sup>(a)(c)</sup> | EUR | 670 | 574882 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 01/31/31<sup>(a)</sup> | EUR | 500 | 435496 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/15/24<sup>(a)</sup> | EUR | 700 | 731775 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/29/25<sup>(a)</sup> | EUR | 600 | 609957 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/22/24<sup>(a)</sup> | EUR | 100 | 106062 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/14/28<sup>(a)</sup> | EUR | 300 | 288766 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/28/29<sup>(a)</sup> | EUR | 400 | 378998 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/18/27<sup>(a)</sup> | EUR | 200 | 197972 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/31/36<sup>(a)</sup> | EUR | 50 | 40050 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/08/25<sup>(a)</sup> | GBP | 200 | 231130 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 03/23/27<sup>(a)</sup> | AUD | 100 | 66975 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/06/26<sup>(a)</sup> | AUD | 200 | 145284 |
| LANXESS AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/16/25 (Call 02/16/25)<sup>(a)</sup> | EUR | 325 | 335997 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/22/28 (Call 12/22/27)<sup>(a)</sup> | EUR | 400 | 392000 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| LEG Immobilien AG, 0.88%, 11/28/27 (Call 08/28/27)<sup>(a)</sup> | EUR | 200 | $184318 |
| LEG Immobilien SE, 1.50%, 01/17/34 (Call 10/17/33)<sup>(a)</sup> | EUR | 300 | 234762 |
| Linde Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/19/27 (Call 02/19/27)<sup>(a)</sup> | EUR | 200 | 193815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10, 2.00%, 04/18/23<sup>(a)</sup> | EUR | 320 | 347405 |
| Mercedes-Benz Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/08/26<sup>(a)</sup> | EUR | 525 | 515003 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/08/30<sup>(a)</sup> | EUR | 350 | 320383 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 08/08/34<sup>(a)</sup> | EUR | 305 | 256720 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/22/30<sup>(a)</sup> | EUR | 300 | 307209 |
| Merck Financial Services GmbH, 0.50%, 07/16/28 (Call 04/16/28)<sup>(a)</sup> | EUR | 300 | 284438 |
| Merck KGaA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 06/25/79 (Call 09/18/24)<sup>(a)(b)</sup> | EUR | 100 | 103174 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/09/80 (Call 06/09/26)<sup>(a)(b)</sup> | EUR | 100 | 97783 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/25/79 (Call 03/25/29)<sup>(a)(b)</sup> | EUR | 200 | 197074 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/12/74 (Call 12/12/24)<sup>(a)(b)</sup> | EUR | 450 | 485054 |
| Muenchener Hypothekenbank eG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/19/39<sup>(a)(c)</sup> | EUR | 275 | 179664 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/05/35<sup>(a)</sup> | EUR | 200 | 151486 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/09/29<sup>(a)</sup> | EUR | 300 | 264305 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/14/25<sup>(a)</sup> | EUR | 350 | 359628 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/07/27<sup>(a)</sup> | EUR | 400 | 394414 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/18/39<sup>(a)</sup> | EUR | 200 | 160374 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/04/28<sup>(a)</sup> | EUR | 440 | 467478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1803, 0.25%, 12/13/23<sup>(a)</sup> | EUR | 100 | 106069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1943, 0.25%, 05/02/36<sup>(a)</sup> | EUR | 150 | 113322 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/26/42 (Call 11/26/31)<sup>(a)(b)</sup> | EUR | 300 | 238663 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/26/41 (Call 11/26/30)<sup>(a)</sup> | EUR | 100 | 84393 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/26/49 (Call 05/26/29)<sup>(a)(b)</sup> | EUR | 100 | 100086 |
| Norddeutsche Landesbank Girozentrale, 0.25%, 10/28/26 | EUR | 537 | 527037 |
| Norddeutsche Landesbank-Girozentrale, 0.75%, 01/18/28<sup>(a)</sup> | EUR | 794 | 774996 |
| NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/15/29<sup>(c)</sup> | EUR | 70 | 62927 |
| &nbsp;&nbsp;&nbsp;0.10%, 07/09/35 | EUR | 570 | 431344 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/16/24<sup>(a)</sup> | EUR | 150 | 157080 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/10/25<sup>(a)</sup> | EUR | 700 | 717141 |
| &nbsp;&nbsp;&nbsp;0.25%, 07/04/25 | EUR | 200 | 203388 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/16/24<sup>(a)</sup> | GBP | 400 | 459838 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/17/26<sup>(a)</sup> | EUR | 132 | 130534 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/26/25<sup>(a)</sup> | EUR | 300 | 307653 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/11/26<sup>(a)</sup> | EUR | 50 | 50214 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/17/41<sup>(a)</sup> | EUR | 500 | 352427 |
| &nbsp;&nbsp;&nbsp;0.63%, 02/11/26 | EUR | 300 | 303997 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/12/34 | EUR | 200 | 173422 |
| &nbsp;&nbsp;&nbsp;1.20%, 03/28/39 | EUR | 100 | 82838 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 08/03/32<sup>(a)</sup> | EUR | 300 | 292337 |
| O2 Telefonica Deutschland Finanzierungs GmbH, 1.75%, 07/05/25 (Call 04/05/25)<sup>(a)</sup> | EUR | 200 | 207222 |
| Roadster Finance DAC, 1.63%, 12/09/29<sup>(a)</sup> | EUR | 100 | 99282 |
| RWE AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/26/33 (Call 08/26/33)<sup>(a)</sup> | EUR | 300 | 241853 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/24/25 (Call 07/24/25)<sup>(a)</sup> | EUR | 600 | 639349 |
| SAP SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/10/24 (Call 09/10/24)<sup>(a)</sup> | EUR | 500 | 522457 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/01/25 (Call 01/01/25)<sup>(a)</sup> | EUR | 219 | $231353 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/10/28 (Call 12/10/27)<sup>(a)</sup> | EUR | 400 | 400189 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/22/27 (Call 11/22/26)<sup>(a)</sup> | EUR | 102 | 105929 |
| Siemens Financieringsmaatschappij NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/05/24<sup>(a)(c)</sup> | EUR | 475 | 494078 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/06/23<sup>(a)</sup> | EUR | 210 | 225135 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/05/34<sup>(a)</sup> | EUR | 100 | 81400 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/20/25<sup>(a)</sup> | GBP | 200 | 232040 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/06/27<sup>(a)</sup> | EUR | 90 | 90240 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/25/30 (Call 11/25/29)<sup>(a)</sup> | EUR | 500 | 472769 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/28/31<sup>(a)</sup> | EUR | 275 | 258412 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/28/39<sup>(a)</sup> | EUR | 200 | 177160 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/10/25<sup>(a)</sup> | GBP | 200 | 240302 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/10/28<sup>(a)</sup> | EUR | 541 | 586678 |
| Siemens Financieringsmat Co., 1.25%, 02/25/35 (Call 11/25/34)<sup>(a)</sup> | EUR | 300 | 260378 |
| Talanx AG, 2.25%, 12/05/47 (Call 12/05/27)<sup>(a)(b)</sup> | EUR | 300 | 286825 |
| Traton Finance Luxembourg SA, 0.75%, 03/24/29 (Call 12/24/28)<sup>(a)</sup>. | EUR | 400 | 360299 |
| UniCredit Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/10/24<sup>(a)(c)</sup> | EUR | 286 | 295329 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/15/28<sup>(a)(c)</sup> | EUR | 400 | 369309 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/21/36<sup>(a)(c)</sup> | EUR | 100 | 73588 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/15/32<sup>(a)</sup> | EUR | 650 | 557806 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/04/26<sup>(a)</sup> | EUR | 500 | 500953 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 05/22/34<sup>(a)</sup> | EUR | 580 | 500144 |
| Vantage Towers AG, 0.75%, 03/31/30 (Call 12/31/29)<sup>(a)</sup> | EUR | 200 | 201325 |
| Vier Gas Transport GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/10/23<sup>(a)</sup> | EUR | 295 | 320498 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/26/32 (Call 06/26/32)<sup>(a)</sup> | EUR | 400 | 455912 |
| Volkswagen Bank GmbH, 2.50%, 07/31/26<sup>(a)</sup> | EUR | 300 | 310634 |
| Volkswagen Financial Services AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/12/30<sup>(a)</sup> | EUR | 550 | 462597 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/01/24<sup>(a)</sup> | EUR | 500 | 525985 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/16/26<sup>(a)</sup> | EUR | 70 | 73305 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/06/25<sup>(a)</sup> | EUR | 500 | 537514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/06/28<sup>(a)</sup> | EUR | 250 | 263009 |
| Volkswagen Financial Services Australia Pty Ltd., 3.10%, 04/17/23<sup>(a)</sup> | AUD | 200 | 140881 |
| Volkswagen Financial Services NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/18/23<sup>(a)</sup> | GBP | 300 | 362295 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/14/28<sup>(a)</sup> | GBP | 200 | 198501 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/12/25<sup>(a)</sup> | GBP | 150 | 174610 |
| Volkswagen International Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/16/27<sup>(a)</sup> | EUR | 300 | 307150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/22/33<sup>(a)</sup> | EUR | 100 | 101755 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/16/26<sup>(a)</sup> | GBP | 200 | 230092 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, (Call 03/20/30)<sup>(a)(b)(d)</sup> | EUR | 300 | 275984 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, (Call 12/28/27)<sup>(a)(b)(d)</sup> | EUR | 100 | 96640 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, (Call 06/17/29)<sup>(a)(b)(d)</sup> | EUR | 100 | 94990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/16/38<sup>(a)</sup> | EUR | 200 | 210109 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, (Call 03/28/31)<sup>(a)(b)(d)</sup> | EUR | 300 | 279640 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, (Call 03/24/26)<sup>(a)(b)(d)</sup> | EUR | 450 | 471982 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, (Call 06/27/28)<sup>(a)(b)(d)</sup> | EUR | 300 | 303961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10Y, 1.88%, 03/30/27<sup>(a)</sup> | EUR | 600 | 602749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NC6, 3.38%, (Call 06/27/24)<sup>(a)(b)(d)</sup> | EUR | 400 | 418553 |
| Volkswagen Leasing GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/12/29<sup>(a)</sup> | EUR | 200 | 175894 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/19/29<sup>(a)</sup> | EUR | 300 | 260939 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/20/25<sup>(a)</sup> | EUR | 400 | 416944 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/19/26<sup>(a)</sup> | EUR | 450 | $451973 |
| Vonovia Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/07/27 (Call 07/07/27)<sup>(a)</sup> | EUR | 500 | 460941 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/09/30 (Call 04/09/30)<sup>(a)</sup> | EUR | 300 | 258610 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/14/34 (Call 06/14/34)<sup>(a)</sup> | EUR | 100 | 75061 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/06/24<sup>(a)</sup> | EUR | 100 | 103887 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/22/26<sup>(a)</sup> | EUR | 100 | 100489 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/10/26<sup>(a)</sup> | EUR | 100 | 100169 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/07/39 (Call 07/07/39)<sup>(a)</sup> | EUR | 100 | 70530 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/25/27<sup>(a)</sup> | EUR | 200 | 198133 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 06/29/25 (Call 03/29/25)<sup>(a)</sup> | EUR | 200 | 206826 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/07/30 (Call 01/07/30)<sup>(a)</sup> | EUR | 400 | 376789 |
| Vonovia SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/14/29 (Call 09/14/29)<sup>(a)</sup> | EUR | 200 | 168782 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/14/41 (Call 03/14/41)<sup>(a)</sup> | EUR | 200 | 131767 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/01/51 (Call 06/01/51)<sup>(a)</sup> | EUR | 200 | 115925 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/28/28 (Call 03/28/28)<sup>(a)</sup> | EUR | 500 | 483510 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/25/32 (Call 12/25/31)<sup>(a)</sup> | EUR | 200 | 183217 |
| VW Credit Canada Inc., 3.25%, 03/29/23 | CAD | 250 | 187441 |
| Wintershall Dea Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 09/25/23 (Call 06/25/23)<sup>(a)</sup> | EUR | 300 | 318911 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.33%, 09/25/28 (Call 06/25/28)<sup>(a)</sup> | EUR | 400 | 366878 |
| Wirtschafts- und Infrastrukturbank Hessen, 0.88%, 06/14/28 | EUR | 200 | 196402 |
|  |  |  | 132932475 |
| **Hong Kong — 0.0%** |  |  |  |
| CK Hutchison Europe Finance 18 Ltd., 1.25%, 04/13/25<sup>(a)</sup> | EUR | 305 | 313297 |
| CK Hutchison Finance 16 II Ltd., 0.88%, 10/03/24<sup>(a)</sup> | EUR | 300 | 309923 |
| CK Hutchison Finance 16 Ltd., Series B, 2.00%, 04/06/28<sup>(a)</sup> | EUR | 300 | 293240 |
|  |  |  | 916460 |
| **Hungary — 0.0%** |  |  |  |
| MOL Hungarian Oil & Gas PLC, 1.50%, 10/08/27 (Call 07/08/27)<sup>(a)</sup> | EUR | 200 | 181570 |
| MVM Energetika Zrt, 0.88%, 11/18/27 (Call 08/18/27)<sup>(a)</sup> | EUR | 200 | 165227 |
|  |  |  | 346797 |
| **Iceland — 0.0%** |  |  |  |
| Landsbankinn HF, 0.50%, 05/20/24<sup>(a)</sup> | EUR | 200 | 202101 |
| **Indonesia — 0.0%** |  |  |  |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 1.88%, 11/05/31<sup>(a)</sup> | EUR | 200 | 160716 |
| **Ireland — 0.1%** |  |  |  |
| AIB Group PLC, 0.50%, 11/17/27 (Call 11/17/26)<sup>(a)(b)</sup> | EUR | 300 | 283446 |
| AIB Mortgage Bank, 0.88%, 02/04/23<sup>(a)</sup> | EUR | 100 | 108715 |
| Bank of Ireland Group PLC, 1.38%, 08/29/23<sup>(a)</sup> | EUR | 150 | 161512 |
| Bank of Ireland Mortgage Bank, 0.63%, 03/14/25<sup>(a)</sup> | EUR | 100 | 102805 |
| CRH Finance DAC, 1.38%, 10/18/28 (Call 07/18/28)<sup>(a)</sup> | EUR | 200 | 194787 |
| ESB Finance DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/07/29 (Call 11/07/28)<sup>(a)</sup> | EUR | 400 | 392122 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/14/31 (Call 03/14/31)<sup>(a)</sup> | EUR | 100 | 95028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/05/33 (Call 08/05/33)<sup>(a)</sup> | EUR | 407 | 379719 |
| Freshwater Finance PLC, Series A, 5.18%, 04/20/35<sup>(a)</sup> | GBP | 100 | 122104 |
| Kerry Group Financial Services Unltd Co. 0.63%, 09/20/29 (Call 06/20/29)<sup>(a)</sup> | EUR | 300 | 271062 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Ireland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/01/31 (Call 09/01/31)<sup>(a)</sup> | EUR | 100 | $86555 |
| PartnerRe Ireland Finance DAC, 1.25%, 09/15/26<sup>(a)</sup> | EUR | 300 | 296753 |
| Ryanair DAC, 2.88%, 09/15/25<sup>(a)</sup> | EUR | 200 | 213360 |
| Smurfit Kappa Acquisitions ULC, 2.88%, 01/15/26 (Call 10/15/25)<sup>(a)</sup> | EUR | 350 | 373532 |
| Smurfit Kappa Treasury Co., 0.50%, 09/22/29 (Call 06/22/29)<sup>(a)</sup> | EUR | 300 | 263678 |
|  |  |  | 3345178 |
| **Isle Of Man — 0.0%** |  |  |  |
| NE Property BV, 3.38%, 07/14/27 (Call 04/14/27)<sup>(a)</sup> | EUR | 225 | 215371 |
| **Italy — 0.8%** |  |  |  |
| 2i Rete Gas SpA, 2.20%, 09/11/25 (Call 06/11/25)<sup>(a)</sup> | EUR | 460 | 480646 |
| A2A SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/16/29 (Call 04/16/29)<sup>(a)</sup> | EUR | 550 | 492427 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/19/27 (Call 07/19/27)<sup>(a)</sup> | EUR | 200 | 200149 |
| ACEA SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/28/30 (Call 04/28/30)<sup>(a)</sup> | EUR | 100 | 83517 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/24/26 (Call 07/24/26)<sup>(a)</sup> | EUR | 450 | 441279 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/23/28 (Call 02/23/28)<sup>(a)</sup> | EUR | 460 | 451846 |
| Aeroporti di Roma SpA, 1.63%, 06/08/27 (Call 03/08/27)<sup>(a)</sup> | EUR | 250 | 251751 |
| AMCO - Asset Management Co. SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/20/28<sup>(a)</sup> | EUR | 250 | 223706 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/27/25<sup>(a)</sup> | EUR | 200 | 207189 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 07/17/27<sup>(a)</sup> | EUR | 550 | 545087 |
| Anima Holding SpA, 1.50%, 04/22/28<sup>(a)</sup> | EUR | 100 | 92150 |
| Assicurazioni Generali SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.12%, 10/01/30<sup>(a)</sup> | EUR | 200 | 183159 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/04/26<sup>(a)</sup> | EUR | 300 | 330039 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, (Call 11/21/25)<sup>(a)(b)(d)</sup> | EUR | 200 | 212538 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/16/24<sup>(a)</sup> | EUR | 370 | 413633 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/27/47 (Call 10/27/27)<sup>(a)(b)</sup> | EUR | 350 | 389003 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 07/06/32 (Call 01/06/32)<sup>(a)</sup> | EUR | 200 | 233918 |
| ASTM SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/25/26 (Call 08/25/26)<sup>(a)</sup> | EUR | 300 | 287340 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/25/33 (Call 08/25/33)<sup>(a)</sup> | EUR | 300 | 251217 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/13/24<sup>(a)</sup> | EUR | 209 | 226035 |
| Autostrade per l'Italia SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/25/28 (Call 10/25/27)<sup>(a)</sup> | EUR | 100 | 94564 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/26/26<sup>(a)</sup> | EUR | 200 | 200816 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/01/27<sup>(a)</sup> | EUR | 200 | 197311 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/04/25<sup>(a)</sup> | EUR | 200 | 205237 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/26/29 (Call 06/26/29)<sup>(a)</sup> | EUR | 100 | 91341 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/04/28 (Call 09/04/28)<sup>(a)</sup> | EUR | 100 | 94034 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/25/32 (Call 10/25/31)<sup>(a)</sup> | EUR | 100 | 88658 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/16/25<sup>(a)</sup> | EUR | 100 | 109760 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/09/24 | EUR | 200 | 223016 |
| Banca Monte dei Paschi di Siena SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/08/27<sup>(a)</sup> | EUR | 300 | 292581 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/29/24<sup>(a)</sup> | EUR | 240 | 256877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 16, 2.88%, 07/16/24<sup>(a)</sup> | EUR | 200 | 214954 |
| Banco BPM SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/23/25<sup>(a)</sup> | EUR | 200 | 207328 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/25/23<sup>(a)</sup> | EUR | 300 | 321781 |
| Banco di Desio e della Brianza SpA, 0.38%, 07/24/26<sup>(a)</sup> | EUR | 200 | 196811 |
| BPER Banca, 1.00%, 07/22/23<sup>(a)</sup> | EUR | 200 | 215345 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Italy (continued)** |  |  |  |
| Credit Agricole Italia SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/30/24<sup>(a)</sup> | EUR | 100 | $103249 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/17/28<sup>(a)</sup> | EUR | 300 | 281144 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/20/32<sup>(a)</sup> | EUR | 400 | 330281 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/25/27<sup>(a)</sup> | EUR | 400 | 396901 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/17/45<sup>(a)</sup> | EUR | 100 | 67397 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/21/25<sup>(a)</sup> | EUR | 200 | 207478 |
| Enel Finance International NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/17/27 (Call 03/17/27)<sup>(a)</sup> | EUR | 800 | 758292 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/17/30 (Call 03/17/30)<sup>(a)</sup> | EUR | 600 | 510071 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/17/34 (Call 07/17/34)<sup>(a)</sup> | EUR | 216 | 168834 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%,01/17/35(Call10/19/34)<sup>(a)</sup> | EUR | 300 | 234596 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/01/26<sup>(a)</sup> | EUR | 579 | 589300 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/11/29 (Call 01/11/29)<sup>(a)</sup> | GBP | 300 | 328749 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/14/24<sup>(a)</sup> | GBP | 350 | 438406 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 09/14/40<sup>(a)</sup> | GBP | 330 | 419424 |
| Enel SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, (Call 02/24/25)<sup>(a)(d)</sup> | EUR | 200 | 207987 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/20/24<sup>(a)</sup> | EUR | 320 | 356189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 6.5Y, 1.38%, (Call 06/08/27)<sup>(a)(b)(d)</sup> | EUR | 300 | 266568 |
| Eni SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/23/30<sup>(a)</sup> | EUR | 300 | 261943 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/19/28<sup>(a)</sup> | EUR | 670 | 635426 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/18/26<sup>(a)</sup> | EUR | 200 | 202264 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/17/28<sup>(a)</sup> | EUR | 100 | 97847 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/18/24<sup>(a)</sup> | EUR | 279 | 299096 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, (Call 02/11/30)<sup>(a)(b)(d)</sup> | EUR | 300 | 262263 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/12/25<sup>(a)</sup> | EUR | 150 | 165041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NC5., 2.63%, (Call 10/13/25)<sup>(a)(b)(d)</sup> | EUR | 300 | 301720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NC9, 3.38%, (Call 07/13/29)<sup>(a)(b)(d)</sup> | EUR | 100 | 93176 |
| ERG SpA, 1.88%, 04/11/25 (Call 01/11/25)<sup>(a)</sup> | EUR | 100 | 104855 |
| FCA Bank SpA/Ireland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/16/24 (Call 01/16/24)<sup>(a)(c)</sup> | EUR | 100 | 103859 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/28/23<sup>(a)</sup> | EUR | 400 | 434208 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/13/24 (Call 06/13/24)<sup>(a)</sup> | EUR | 300 | 308745 |
| Ferrovie dello Stato Italiane SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/25/28<sup>(a)</sup> | EUR | 525 | 472767 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/27/25<sup>(a)</sup> | EUR | 460 | 474595 |
| Hera SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/03/30 (Call 09/03/30)<sup>(a)</sup> | EUR | 573 | 474086 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/14/26<sup>(a)</sup> | EUR | 250 | 248028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/25/29 (Call 02/25/29)<sup>(a)</sup> | EUR | 100 | 100577 |
| Intesa Sanpaolo SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/23/23<sup>(a)</sup> | EUR | 400 | 433860 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/24/26<sup>(a)</sup> | EUR | 400 | 390422 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/16/28<sup>(a)</sup> | EUR | 400 | 367674 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/04/24<sup>(a)</sup> | EUR | 575 | 601989 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/25/25<sup>(a)</sup> | EUR | 300 | 307620 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/16/27<sup>(a)</sup> | EUR | 600 | 598535 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/04/27<sup>(a)</sup> | EUR | 200 | 198403 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/18/24<sup>(a)</sup> | EUR | 510 | 543890 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/18/25<sup>(a)</sup> | EUR | 100 | 103147 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/04/29<sup>(a)</sup> | EUR | 325 | 302240 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/30/23<sup>(a)</sup> | EUR | 150 | 162190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/30<sup>(a)</sup> | GBP | 200 | 199739 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 02/05/24<sup>(a)</sup> | EUR | 100 | 108463 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/10/26<sup>(a)</sup> | EUR | 100 | 108640 |
| Iren SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/04/24<sup>(a)</sup> | EUR | 100 | 103964 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/01/30 (Call 04/01/30)<sup>(a)</sup> | EUR | 200 | 172885 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Italy (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/24/27 (Call 07/24/27)<sup>(a)</sup> | EUR | 300 | $296469 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 09/19/25 (Call 06/19/25)<sup>(a)</sup> | EUR | 100 | 104585 |
| Italgas SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/24/30<sup>(a)</sup> | EUR | 430 | 376280 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/19/27<sup>(a)</sup> | EUR | 300 | 303452 |
| Mediobanca Banca di Credito Finanziario SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/01/26<sup>(a)</sup> | EUR | 100 | 98369 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/15/26<sup>(a)</sup> | EUR | 200 | 199531 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/23/25<sup>(a)</sup> | EUR | 250 | 257198 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/24/29<sup>(a)</sup> | EUR | 500 | 477754 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/07/25<sup>(a)</sup> | EUR | 200 | 209413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4, 1.38%, 11/10/25<sup>(a)</sup> | EUR | 300 | 308947 |
| Poste Italiane SpA, 0.50%, 12/10/28 (Call 09/10/28)<sup>(a)</sup> | EUR | 300 | 257899 |
| Snam SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/07/28 (Call 09/07/28)<sup>(a)(c)</sup> | EUR | 467 | 408099 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/25/26<sup>(a)</sup> | EUR | 461 | 457749 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/20/34 (Call 03/20/34)<sup>(a)</sup> | EUR | 200 | 163549 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/25/27 (Call 07/25/27)<sup>(a)</sup> | EUR | 110 | 109168 |
| Societa Cattolica Di Assicurazione SpA, 4.25%, 12/14/47 (Call 12/14/27)<sup>(a)(b)</sup> | EUR | 200 | 209735 |
| Terna - Rete Elettrica Nazionale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/25/30 (Call 06/25/30)<sup>(a)</sup> | EUR | 300 | 256556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/26/27<sup>(a)</sup> | EUR | 300 | 299874 |
| Terna Rete Elettrica Nazionale SpA, 4.90%, 10/28/24<sup>(a)</sup> | EUR | 103 | 114631 |
| UniCredit SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.33%, 01/19/26<sup>(a)</sup> | EUR | 400 | 391383 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/31/26<sup>(a)</sup> | EUR | 300 | 293270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/30/25<sup>(a)</sup> | EUR | 500 | 512760 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 01/19/31<sup>(a)</sup> | EUR | 100 | 81565 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 07/03/25 (Call 07/03/24)<sup>(a)(b)</sup> | EUR | 300 | 315584 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 01/20/30<sup>(a)</sup> | EUR | 500 | 451494 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 11/15/26)<sup>(a)(b)</sup> | EUR | 500 | 563475 |
|  |  |  | 31934855 |
| **Japan — 0.2%** |  |  |  |
| Asahi Group Holdings Ltd., 1.15%, 09/19/25 (Call 06/19/25)<sup>(a)</sup> | EUR | 200 | 203647 |
| East Japan Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 09/15/34<sup>(a)</sup> | EUR | 100 | 79705 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 09/15/39<sup>(a)</sup> | EUR | 300 | 223041 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 09/15/28<sup>(a)</sup> | GBP | 300 | 307934 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/25/36<sup>(a)</sup> | GBP | 250 | 300825 |
| JT International Financial Services BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/26/29 (Call 08/26/29)<sup>(a)</sup> | EUR | 200 | 175107 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/28/33 (Call 06/28/33)<sup>(a)</sup> | GBP | 200 | 194344 |
| Mitsubishi UFJ Financial Group Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 07/19/29<sup>(a)</sup> | EUR | 200 | 183570 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.87%, 09/07/24<sup>(a)</sup> | EUR | 400 | 417040 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 06/14/25 (Call 06/14/24)<sup>(a)(b)</sup> | EUR | 200 | 212723 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 06/15/32<sup>(a)</sup> | EUR | 300 | 320212 |
| Mizuho Financial Group Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/06/29<sup>(a)</sup> | EUR | 300 | 259497 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 04/15/30<sup>(a)</sup> | EUR | 335 | 294758 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 10/11/23<sup>(a)</sup> | EUR | 310 | 331904 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/08/27<sup>(a)</sup> | EUR | 500 | 498089 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 04/08/32<sup>(a)</sup> | EUR | 400 | 372205 |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/17/26 (Call 02/17/26)<sup>(a)</sup> | EUR | 200 | 205337 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/17/28 (Call 06/17/28)<sup>(a)</sup> | EUR | 150 | 146879 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.08%, 12/13/25 (Call 11/13/25)<sup>(a)</sup> | EUR | 406 | $403627 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.34%, 03/03/30 (Call 12/03/29)<sup>(a)</sup> | EUR | 500 | 439296 |
| Sumitomo Mitsui Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.41%, 11/07/29<sup>(a)</sup> | EUR | 250 | 222659 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 11/06/23<sup>(a)</sup> | EUR | 500 | 531953 |
| Sumitomo Mitsui Financial Group Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/23/29<sup>(a)</sup> | EUR | 300 | 264021 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.41%, 06/14/27<sup>(a)</sup> | EUR | 100 | 98973 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 06/15/26<sup>(a)</sup> | EUR | 247 | 250221 |
| Sumitomo Mitsui Financial Group, Inc., 0.93%, 10/11/24<sup>(a)</sup> | EUR | 516 | 538587 |
| Sumitomo Mitsui Trust Bank Ltd., 0.00%, 10/15/27<sup>(a)(c)</sup> | EUR | 300 | 277810 |
| Takeda Pharmaceutical Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 07/09/27 (Call 05/09/27) | EUR | 100 | 96773 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/09/29 (Call 04/09/29) | EUR | 200 | 185970 |
| &nbsp;&nbsp;&nbsp;1.38%, 07/09/32 (Call 04/09/32) | EUR | 400 | 351737 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/09/40 (Call 01/09/40) | EUR | 200 | 160359 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/21/30 (Call 08/21/30)<sup>(a)</sup> | EUR | 200 | 207765 |
|  |  |  | 8756568 |
| **Liechtenstein — 0.0%** |  |  |  |
| LGT Bank AG, 1.88%, 02/08/23<sup>(a)</sup> | CHF | 100 | 109241 |
| **Lithuania — 0.0%** |  |  |  |
| AB Ignitis Grupe |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/14/27<sup>(a)</sup> | EUR | 200 | 196881 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/21/30 (Call 02/21/30)<sup>(a)</sup> | EUR | 100 | 90674 |
|  |  |  | 287555 |
| **Luxembourg — 0.1%** |  |  |  |
| ArcelorMittal SA, 1.75%, 11/19/25 (Call 08/19/25)<sup>(a)</sup> | EUR | 200 | 207693 |
| Aroundtown SA, 1.63%, (Call 04/15/26)<sup>(a)(b)(d)</sup> | EUR | 100 | 36959 |
| Bevco Lux Sarl, 1.50%, 09/16/27 (Call 06/16/27)<sup>(a)</sup> | EUR | 200 | 192432 |
| Blackstone Property Partners |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/29/29 (Call 07/29/29)<sup>(a)</sup> | EUR | 200 | 186668 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/29/32 (Call 01/29/32)<sup>(a)</sup> | GBP | 200 | 206379 |
| Blackstone Property Partners Europe Holdings Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/04/28 (Call 02/04/28)<sup>(a)</sup> | EUR | 100 | 83850 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/12/29 (Call 12/12/28)<sup>(a)</sup> | EUR | 100 | 84572 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 07/24/25 (Call 04/24/25)<sup>(a)</sup> | EUR | 300 | 301426 |
| CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund, 0.50%, 01/27/28 (Call 10/27/27)<sup>(a)</sup> | EUR | 200 | 170159 |
| CK Hutchison Group Telecom Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/17/26 (Call 01/17/26)<sup>(a)</sup> | EUR | 210 | 207369 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/17/28 (Call 07/17/28)<sup>(a)</sup> | EUR | 400 | 369801 |
| CPI Property Group SA, 1.75%, 01/14/30 (Call 10/14/29)<sup>(a)</sup> | EUR | 200 | 130299 |
| Czech Gas Networks Investments Sarl, 0.45%, 09/08/29 (Call 06/08/29)<sup>(a)</sup> | EUR | 200 | 161522 |
| Eurofins Scientific SE, 4.00%, 07/06/29 (Call 04/06/29)<sup>(a)</sup> | EUR | 200 | 217210 |
| European Financial Stability Facility, 2.38%, 04/11/28<sup>(a)</sup> | EUR | 600 | 637914 |
| Logicor Financing Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/13/25 (Call 02/13/25)<sup>(a)</sup> | EUR | 350 | 350507 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/30 (Call 10/15/29)<sup>(a)</sup> | GBP | 100 | 98706 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/13/28 (Call 08/13/28)<sup>(a)</sup> | EUR | 360 | 338926 |
| Prologis International Funding II SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/09/29 (Call 04/09/29)<sup>(a)</sup> | EUR | 300 | 266610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | EUR | 300 | 297001 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Luxembourg (continued)** |  |  |  |
| Segro Capital Sarl, 0.50%, 09/22/31 (Call 06/22/31)<sup>(a)</sup> | EUR | 300 | $242003 |
| SELP Finance Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/27/29 (Call 02/27/29)<sup>(a)</sup> | EUR | 100 | 84984 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/20/26 (Call 09/20/26)<sup>(a)</sup> | EUR | 250 | 239649 |
|  |  |  | 5112639 |
| **Mexico — 0.0%** |  |  |  |
| America Movil SAB de CV |  |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/10/28 | EUR | 300 | 304594 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/22/33 | GBP | 200 | 244681 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/28/30 | GBP | 270 | 349483 |
| Fomento Economico Mexicano SAB de CV, 0.50%, 05/28/28 (Call 02/28/28) | EUR | 300 | 273593 |
|  |  |  | 1172351 |
| **Netherlands — 1.1%** |  |  |  |
| ABN AMRO Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/14/35<sup>(a)</sup> | EUR | 200 | 158659 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/17/41<sup>(a)</sup> | EUR | 100 | 66875 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/15/26<sup>(a)</sup> | EUR | 200 | 200068 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 01/15/27<sup>(a)</sup> | EUR | 400 | 387578 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/15/24<sup>(a)</sup> | EUR | 500 | 532503 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/14/26<sup>(a)</sup> | EUR | 100 | 102011 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/13/31<sup>(a)</sup> | EUR | 800 | 745376 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/02/33<sup>(a)</sup> | EUR | 200 | 166084 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/12/32<sup>(a)</sup> | EUR | 200 | 185496 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/23/39<sup>(a)</sup> | EUR | 200 | 162603 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/28/25<sup>(a)</sup> | EUR | 400 | 414083 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/10/33<sup>(a)</sup> | EUR | 200 | 184159 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/12/37<sup>(a)</sup> | EUR | 500 | 437018 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/12/38<sup>(a)</sup> | EUR | 300 | 259488 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/05/23<sup>(a)</sup> | EUR | 200 | 216806 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/32<sup>(a)</sup> | EUR | 200 | 203428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/31<sup>(a)</sup> | CHF | 200 | 245466 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/21/34<sup>(a)</sup> | EUR | 100 | 111546 |
| Achmea Bank NV, 0.38%, 11/22/24<sup>(a)</sup> | EUR | 500 | 516065 |
| Achmea BV, 1.50%, 05/26/27 (Call 02/26/27)<sup>(a)</sup> | EUR | 334 | 335156 |
| Aegon Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/25/55<sup>(a)</sup> | EUR | 100 | 107917 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/21/56<sup>(a)</sup> | EUR | 200 | 206291 |
| Aegon NV, 6.13%, 12/15/31 | GBP | 50 | 66076 |
| Akzo Nobel NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/08/26 (Call 01/08/26)<sup>(a)</sup> | EUR | 200 | 202484 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/28/32 (Call 12/28/31)<sup>(a)</sup> | EUR | 300 | 283916 |
| Alliander NV, 2.88%, 06/14/24 | EUR | 200 | 216395 |
| ASML Holding NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/07/29 (Call 02/07/29)<sup>(a)</sup> | EUR | 340 | 317934 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/07/26 (Call 04/07/26)<sup>(a)</sup> | EUR | 300 | 308272 |
| ASR Nederland NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, (Call 09/30/24)<sup>(a)(b)(d)</sup> | EUR | 230 | 250107 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/07/43 (Call 09/07/33)<sup>(a)(b)</sup> | EUR | 200 | 231787 |
| BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 11/09/24<sup>(a)</sup> | EUR | 450 | 465001 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/07/24<sup>(a)</sup> | EUR | 300 | 313885 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/19/27<sup>(a)</sup> | EUR | 250 | 247291 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/11/28<sup>(a)</sup> | EUR | 250 | 245329 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/24/29<sup>(a)</sup> | EUR | 390 | 374424 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/17/35<sup>(a)</sup> | EUR | 800 | 673746 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/12/26<sup>(a)</sup> | EUR | 200 | 205600 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/21/30<sup>(a)</sup> | EUR | 200 | 194556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/15/39<sup>(a)</sup> | EUR | 284 | 244731 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Netherlands (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 07/17/23<sup>(a)</sup> | EUR | 80 | $86740 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/25<sup>(a)</sup> | AUD | 200 | 138690 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/17/28<sup>(a)</sup> | AUD | 400 | 268734 |
| Cooperatieve Rabobank UA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/31/24<sup>(a)</sup> | EUR | 200 | 209037 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/26/26<sup>(a)</sup> | EUR | 200 | 201364 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/25/33<sup>(a)</sup> | EUR | 300 | 242084 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/29/23<sup>(a)</sup> | EUR | 300 | 322169 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/02/32<sup>(a)</sup> | EUR | 600 | 536320 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/21/39<sup>(a)</sup> | EUR | 200 | 151018 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/08/28<sup>(a)</sup> | EUR | 600 | 588972 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/01/29<sup>(a)</sup> | EUR | 600 | 578307 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/23/26<sup>(a)</sup> | EUR | 620 | 636543 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/03/27<sup>(a)</sup> | EUR | 610 | 616084 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/26/38<sup>(a)</sup> | EUR | 300 | 261842 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 09/14/27<sup>(a)</sup> | GBP | 200 | 247001 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 08/03/60<sup>(a)</sup> | GBP | 100 | 147454 |
| CTP NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/20/26 (Call 10/20/25)<sup>(a)</sup> | EUR | 400 | 367600 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/21/29 (Call 03/21/29)<sup>(a)</sup> | EUR | 200 | 158148 |
| de Volksbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/16/41<sup>(a)</sup> | EUR | 200 | 131676 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/08/28<sup>(a)</sup> | EUR | 200 | 196766 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/22/30 (Call 10/22/25)<sup>(a)(b)</sup> | EUR | 100 | 99806 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/04/27 (Call 05/04/26)<sup>(a)(b)</sup> | EUR | 300 | 307199 |
| Enexis Holding NV, 0.75%, 07/02/31 (Call 04/02/31)<sup>(a)</sup> | EUR | 525 | 460964 |
| Euronext NV, 0.75%, 05/17/31 (Call 02/17/31)<sup>(a)</sup> | EUR | 300 | 260720 |
| EXOR NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/19/31 (Call 10/19/30)<sup>(a)</sup> | EUR | 200 | 170504 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/18/28 (Call 10/18/27)<sup>(a)</sup> | EUR | 200 | 197272 |
| Heineken NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/04/26 (Call 02/04/26)<sup>(a)</sup> | EUR | 370 | 373489 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/17/27 (Call 12/17/26)<sup>(a)</sup> | EUR | 200 | 200555 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/07/40 (Call 11/07/39)<sup>(a)</sup> | EUR | 300 | 246253 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/30/30 (Call 12/30/29)<sup>(a)</sup> | EUR | 200 | 202021 |
| ING Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/18/29<sup>(a)</sup> | EUR | 400 | 382016 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/11/28<sup>(a)</sup> | EUR | 300 | 293593 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/17/37<sup>(a)</sup> | EUR | 300 | 248376 |
| ING Groep NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/18/29 (Call 02/18/28)<sup>(a)</sup> | EUR | 600 | 536991 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/01/30 (Call 02/01/29)<sup>(a)(b)</sup> | EUR | 600 | 518421 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/16/32 (Call 08/16/27)<sup>(a)(b)</sup> | EUR | 400 | 366591 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/14/25<sup>(a)</sup> | EUR | 600 | 625827 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/07/28 (Call 12/07/27)<sup>(a)(b)</sup> | GBP | 300 | 309798 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/16/27 (Call 02/16/26)<sup>(a)(b)</sup> | EUR | 600 | 600407 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/26/29 (Call 09/26/24)<sup>(a)(b)</sup> | EUR | 600 | 615997 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/20/28<sup>(a)</sup> | EUR | 300 | 298579 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/26/31 (Call 02/26/26)<sup>(a)(b)</sup> | EUR | 100 | 100180 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/15/30<sup>(a)</sup> | EUR | 400 | 403846 |
| JDE Peet's NV, 1.13%, 06/16/33 (Call 03/16/33)<sup>(a)</sup> | EUR | 225 | 183777 |
| Koninklijke Ahold Delhaize NV, 0.25%, 06/26/25 (Call 03/26/25)<sup>(a)</sup> | EUR | 352 | 356452 |
| Koninklijke DSM NV, 1.00%, 04/09/25 (Call 01/09/25)<sup>(a)</sup> | EUR | 470 | 486220 |
| Koninklijke KPN NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/15/33 (Call 08/15/33)<sup>(a)</sup> | EUR | 300 | 242111 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/30/24<sup>(a)</sup> | EUR | 200 | 224960 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 09/17/29<sup>(a)</sup> | GBP | 310 | 395223 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Netherlands (continued)** |  |  |  |
| Koninklijke Philips NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/05/27 (Call 02/05/27)<sup>(a)</sup> | EUR | 400 | $404098 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/30/30 (Call 12/30/29)<sup>(a)</sup> | EUR | 300 | 284653 |
| LeasePlan Corp. NV |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 09/13/23 | EUR | 100 | 106486 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/07/24<sup>(a)</sup> | EUR | 200 | 212320 |
| Louis Dreyfus Co. BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/28/28 (Call 01/28/28)<sup>(a)</sup> | EUR | 100 | 94399 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/27/25 (Call 08/27/25)<sup>(a)</sup> | EUR | 300 | 312542 |
| Nationale-Nederlanden Bank NV Netherlands (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/24/35<sup>(a)</sup> | EUR | 300 | 221456 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/11/55<sup>(a)</sup> | EUR | 400 | 406877 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/25/28<sup>(a)</sup> | EUR | 200 | 194878 |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV, 0.13%, 06/01/23<sup>(a)</sup> | EUR | 100 | 107828 |
| Nederlandse Gasunie NV, 1.38%, 10/16/28 (Call 07/16/28)<sup>(a)</sup> | EUR | 400 | 387030 |
| Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/17/24<sup>(a)</sup> | EUR | 300 | 316909 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/19/32<sup>(a)</sup> | EUR | 400 | 343766 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/29/30<sup>(a)</sup> | EUR | 500 | 459256 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/06/29<sup>(a)</sup> | EUR | 200 | 190312 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/03/25<sup>(a)</sup> | EUR | 400 | 412782 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/01/28<sup>(a)</sup> | EUR | 600 | 594549 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/07/32<sup>(a)</sup> | EUR | 100 | 93780 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/15/39<sup>(a)</sup> | EUR | 200 | 173342 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/29/48<sup>(a)</sup> | EUR | 200 | 166693 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 07/17/28<sup>(a)</sup> | AUD | 300 | 203562 |
| NIBC Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/21/31<sup>(a)</sup> | EUR | 100 | 85482 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/11/28<sup>(a)</sup> | EUR | 200 | 193824 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/19/23<sup>(a)</sup> | EUR | 200 | 216593 |
| NN Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/08/44 (Call 04/08/24)<sup>(a)(b)</sup> | EUR | 350 | 380134 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/13/48 (Call 01/13/28)<sup>(a)(b)</sup> | EUR | 100 | 106927 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/43 (Call 08/30/32)<sup>(a)(b)</sup> | EUR | 200 | 211570 |
| PostNL NV, 0.63%, 09/23/26 (Call 06/23/26) | EUR | 100 | 97278 |
| Ren Finance BV, 0.50%, 04/16/29 (Call 01/16/29)<sup>(a)</sup> | EUR | 100 | 89173 |
| Rentokil Initial Finance BV, 4.38%, 06/27/30 (Call 03/27/30)<sup>(a)</sup> | EUR | 300 | 335212 |
| Royal Schiphol Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/05/30 (Call 08/05/30)<sup>(a)</sup> | EUR | 300 | 277416 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/06/29 (Call 01/06/29)<sup>(a)</sup> | EUR | 400 | 396684 |
| Shell International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 11/08/27<sup>(a)</sup> | EUR | 300 | 281799 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 08/21/28<sup>(a)</sup> | CHF | 125 | 129158 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/08/39<sup>(a)</sup> | EUR | 300 | 207053 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/12/28<sup>(a)</sup> | EUR | 420 | 409331 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/11/32<sup>(a)</sup> | EUR | 300 | 265107 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/15/25<sup>(a)</sup> | EUR | 610 | 640594 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/07/32<sup>(a)</sup> | EUR | 360 | 341580 |
| Stedin Holding NV, 1.38%, 09/19/28 (Call 06/19/28)<sup>(a)</sup> | EUR | 500 | 488631 |
| Stellantis NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/18/29 (Call 10/18/28)<sup>(a)</sup> | EUR | 300 | 270733 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/20/33 (Call 03/20/33)<sup>(a)</sup> | EUR | 300 | 240940 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/20/25 (Call 12/20/24)<sup>(a)</sup> | EUR | 500 | 527659 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/01/32 (Call 01/01/32)<sup>(a)</sup> | EUR | 300 | 288870 |
| Technip Energies NV, 1.13%, 05/28/28 (Call 02/28/28)<sup>(a)</sup> | EUR | 200 | 185535 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Netherlands (continued)** |  |  |  |
| TenneT Holding BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/16/35 (Call 03/16/35)<sup>(a)</sup> | EUR | 650 | $505960 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/13/26 (Call 03/13/26)<sup>(a)</sup> | EUR | 200 | 201601 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/26/29 (Call 03/26/29)<sup>(a)</sup> | EUR | 450 | 429880 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/03/39 (Call 03/03/39)<sup>(a)</sup> | EUR | 344 | 273267 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/05/34 (Call 03/05/34)<sup>(a)</sup> | EUR | 300 | 275097 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/17/42 (Call 12/17/41)<sup>(a)</sup> | EUR | 400 | 364887 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/21/23<sup>(a)</sup> | EUR | 200 | 217656 |
| Unilever Finance Netherlands BV, 1.75%, 03/25/30 (Call 12/25/29)<sup>(a)</sup> | EUR | 520 | 517634 |
| Urenco Finance NV, 3.25%, 06/13/32 (Call 03/13/32)<sup>(a)</sup> | EUR | 250 | 258856 |
| Van Lanschot Kempen Wealth Management NV, 0.88%, 02/15/59<sup>(a)</sup> | EUR | 200 | 198846 |
| Vesteda Finance BV, 2.00%, 07/10/26 (Call 04/10/26)<sup>(a)</sup> | EUR | 250 | 255513 |
| Viterra Finance BV, 1.00%, 09/24/28 (Call 06/24/28)<sup>(a)</sup> | EUR | 300 | 266744 |
| Wolters Kluwer NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/03/30 (Call 04/03/30)<sup>(a)</sup> | EUR | 150 | 134414 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/22/27 (Call 12/22/26)<sup>(a)</sup> | EUR | 100 | 101455 |
| Wurth Finance International BV, 2.13%, 08/23/30 (Call 05/23/30)<sup>(a)</sup> | EUR | 100 | 99205 |
|  |  |  | 43036723 |
| **New Zealand — 0.1%** |  |  |  |
| ANZ New Zealand Int'l Ltd./London |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/22/23<sup>(a)</sup> | EUR | 100 | 106708 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/17/29<sup>(a)</sup> | EUR | 100 | 87020 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/17/24<sup>(a)</sup> | EUR | 200 | 211512 |
| ASB Finance Ltd., 0.75%, 03/13/24<sup>(a)</sup> | EUR | 300 | 316377 |
| ASB Finance Ltd./London, 0.63%, 10/18/24<sup>(a)</sup> | EUR | 200 | 207343 |
| Bank of New Zealand, 0.00%, 06/15/28<sup>(a)(c)</sup> | EUR | 400 | 364448 |
| BNZ International Funding Ltd/London, 0.63%, 07/03/25<sup>(a)</sup> | EUR | 200 | 203530 |
| Westpac Sec NZ/London Covered, 0.00%, 06/08/28<sup>(a)(c)</sup> | EUR | 200 | 182002 |
| Westpac Securities NZ Ltd./London |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/05/24<sup>(a)</sup> | CHF | 150 | 161449 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.43%, 12/14/26<sup>(a)</sup> | EUR | 400 | 382429 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/17/24<sup>(a)</sup> | EUR | 200 | 211618 |
|  |  |  | 2434436 |
| **Niger — 0.0%** |  |  |  |
| ABN AMRO Bank NV, 4.25%, 02/21/30<sup>(a)</sup> | EUR | 400 | 441140 |
| NIBC Bank NV, 0.13%, 11/25/30<sup>(a)</sup> | EUR | 400 | 345979 |
| Unilever Finance Netherlands BV, 1.00%, 02/14/27<sup>(a)</sup> | EUR | 100 | 100282 |
| Volkswagen International Finance NV, 4.25%, 02/15/28<sup>(a)</sup> | EUR | 100 | 109601 |
| Wurth Finance International BV, 0.75%, 11/22/27 | EUR | 100 | 96777 |
|  |  |  | 1093779 |
| **Norway — 0.3%** |  |  |  |
| Avinor AS, 1.00%, 04/29/25 (Call 01/29/25)<sup>(a)</sup> | EUR | 350 | 359255 |
| DNB Bank ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/01/23<sup>(a)</sup> | EUR | 200 | 217226 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/10/26 (Call 06/10/25)<sup>(a)(b)</sup> | GBP | 450 | 530150 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/28/33 (Call 11/28/27)<sup>(a)(b)</sup> | EUR | 100 | 108766 |
| DNB Boligkreditt AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/08/27<sup>(c)</sup> | EUR | 200 | 188318 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/12/28<sup>(a)(c)</sup> | EUR | 300 | 277347 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/18/23<sup>(a)</sup> | EUR | 150 | 162347 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/07/26<sup>(a)</sup> | EUR | 400 | 392492 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Norway (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/20/24<sup>(a)</sup> | EUR | 100 | $103286 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/14/26<sup>(a)</sup> | EUR | 400 | 403689 |
| Eika Boligkreditt AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/12/27<sup>(c)</sup> | EUR | 200 | 191741 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/20/23<sup>(a)</sup> | EUR | 300 | 324671 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/28/25<sup>(a)</sup> | EUR | 200 | 203093 |
| Equinor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/22/26 (Call 03/22/26)<sup>(a)</sup> | EUR | 450 | 451621 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/22/32 (Call 02/22/32)<sup>(a)</sup> | EUR | 500 | 458647 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/09/36 (Call 08/09/36)<sup>(a)</sup> | EUR | 200 | 172624 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/10/41<sup>(a)</sup> | GBP | 290 | 335034 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/11/31<sup>(a)</sup> | GBP | 300 | 432863 |
| Santander Consumer Bank AS, 0.13%, 02/25/25<sup>(a)</sup> | EUR | 300 | 301599 |
| Sparebank 1 Boligkreditt, 0.05%, 11/03/28<sup>(a)</sup> | EUR | 500 | 456940 |
| SpareBank 1 Boligkreditt AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/14/26<sup>(a)</sup> | EUR | 200 | 197090 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 11/05/29<sup>(a)</sup> | EUR | 300 | 267305 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/12/31<sup>(a)</sup> | EUR | 450 | 383356 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/30/26<sup>(a)</sup> | EUR | 200 | 196416 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/30/25<sup>(a)</sup> | EUR | 350 | 360401 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/18/23<sup>(a)</sup> | GBP | 200 | 241279 |
| SpareBank 1 Oestlandet, 0.25%, 09/30/24<sup>(a)</sup> | EUR | 250 | 255855 |
| SpareBank 1 SMN, 0.00%, 02/18/28<sup>(a)(c)</sup> | EUR | 300 | 268189 |
| SpareBank 1 SR-Bank ASA, 0.38%, 07/15/27 (Call 07/15/26)<sup>(a)(b)</sup> | EUR | 400 | 381355 |
| Sparebanken Soer Boligkreditt AS, 0.50%, 02/06/26<sup>(a)</sup> | EUR | 200 | 200758 |
| Sparebanken Vest Boligkreditt AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/24/25<sup>(a)(c)</sup> | EUR | 500 | 498034 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/12/26<sup>(a)</sup> | EUR | 400 | 401789 |
| SR-Boligkreditt AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/08/26<sup>(c)</sup> | EUR | 100 | 97121 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/08/28<sup>(a)(c)</sup> | EUR | 350 | 320958 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/17/25<sup>(a)</sup> | EUR | 300 | 305781 |
| &nbsp;&nbsp;&nbsp;1.63%, 03/15/28 | EUR | 500 | 506612 |
| Statkraft AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/21/23 (Call 06/21/23)<sup>(a)</sup> | EUR | 200 | 215432 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/26/30 (Call 12/26/29)<sup>(a)</sup> | EUR | 400 | 385943 |
| Storebrand Livsforsikring AS, 1.88%, 09/30/51 (Call 03/31/31)<sup>(a)(b)</sup> | EUR | 100 | 79641 |
| Telenor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/14/28 (Call 11/14/27)<sup>(a)</sup> | EUR | 550 | 510957 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/14/35 (Call 11/14/34)<sup>(a)</sup> | EUR | 496 | 394649 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/06/24<sup>(a)</sup> | EUR | 340 | 364190 |
|  |  |  | 12904820 |
| **Poland — 0.0%** |  |  |  |
| Globalworth Real Estate Investments Ltd., 3.00%, 03/29/25<sup>(a)</sup> | EUR | 200 | 192178 |
| mBank SA, 0.97%, 09/21/27 (Call 09/21/26)<sup>(a)(b)</sup> | EUR | 200 | 171013 |
| PKO Bank Hipoteczny SA, 0.75%, 08/27/24<sup>(a)</sup> | EUR | 100 | 104078 |
|  |  |  | 467269 |
| **Portugal — 0.0%** |  |  |  |
| Banco Santander Totta SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/25/24<sup>(a)</sup> | EUR | 200 | 210968 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/26/27<sup>(a)</sup> | EUR | 300 | 299871 |
| Caixa Economica Montepio Geral Caixa Economica Bancaria SA, 0.13%, 11/14/24<sup>(a)</sup> | EUR | 200 | 205095 |
| Cia. de Seguros Fidelidade SA, 4.25%, 09/04/31 (Call 09/04/26)<sup>(a)(b)</sup> | EUR | 200 | 189340 |
| EDP Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/16/26 (Call 06/16/26)<sup>(a)</sup> | EUR | 500 | 486598 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Portugal (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/12/24<sup>(a)</sup> | EUR | 504 | $536467 |
| Ren Finance BV, 1.75%, 01/18/28 (Call 10/18/27)<sup>(a)</sup> | EUR | 100 | 99095 |
|  |  |  | 2027434 |
| **Samoa — 0.0%** |  |  |  |
| Erste Group Bank AG, 0.63%, 01/18/27<sup>(a)</sup> | EUR | 300 | 296143 |
| **Senegal — 0.0%** |  |  |  |
| European Union, 3.38%, 04/04/38<sup>(a)</sup> | EUR | 300 | 339087 |
| **Singapore — 0.0%** |  |  |  |
| DBS Bank Ltd., 0.38%, 11/21/24<sup>(a)</sup> | EUR | 400 | 412578 |
| Temasek Financial I Ltd., 0.50%, 11/20/31 (Call 08/20/31)<sup>(a)</sup> | EUR | 450 | 375597 |
| United Overseas Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/01/27<sup>(a)(c)</sup> | EUR | 225 | 210263 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/16/25<sup>(a)</sup> | EUR | 230 | 236525 |
|  |  |  | 1234963 |
| **Slovakia — 0.0%** |  |  |  |
| Vseobecna Uverova Banka AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/23/25<sup>(a)(c)</sup> | EUR | 100 | 100125 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/26/24<sup>(a)</sup> | EUR | 300 | 313843 |
|  |  |  | 413968 |
| **Somalia — 0.0%** |  |  |  |
| Slovenska Sporitelna AS, 0.13%, 06/12/26 | EUR | 200 | 196165 |
| **South Korea — 0.0%** |  |  |  |
| Kookmin Bank, 0.05%, 07/15/25<sup>(a)</sup> | EUR | 100 | 100124 |
| Shinhan Bank Co. Ltd., 0.25%, 10/16/24<sup>(a)</sup> | EUR | 450 | 459522 |
|  |  |  | 559646 |
| **Spain — 0.8%** |  |  |  |
| Abertis Infraestructuras SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/27/27<sup>(a)</sup> | EUR | 300 | 290113 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 07/15/29 (Call 04/15/29)<sup>(a)</sup> | EUR | 300 | 280067 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/26/32 (Call 12/26/31)<sup>(a)</sup> | EUR | 100 | 89046 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/29/29 (Call 12/29/28)<sup>(a)</sup> | EUR | 200 | 195191 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/27/27 (Call 06/27/27)<sup>(a)</sup> | EUR | 100 | 101157 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/27/31 (Call 12/27/30)<sup>(a)</sup> | EUR | 200 | 198592 |
| Amadeus IT Group SA, 2.50%, 05/20/24 (Call 02/20/24)<sup>(a)</sup> | EUR | 200 | 214345 |
| AYT Cedulas Cajas Global FTA, Series 10, 4.25%, 10/25/23 | EUR | 300 | 327874 |
| AyT Cedulas Cajas X Fondo de Titulizacion de Activos, Series X, 3.75%, 06/30/25 | EUR | 700 | 764460 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/15/26<sup>(a)</sup> | EUR | 400 | 386904 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/22/26<sup>(a)</sup> | EUR | 500 | 498942 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/14/29 (Call 01/14/28)<sup>(a)(b)</sup> | EUR | 400 | 372810 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/28/24<sup>(a)</sup> | EUR | 500 | 530676 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/26/25<sup>(a)</sup> | EUR | 600 | 621998 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/10/27<sup>(a)</sup> | EUR | 500 | 535900 |
| Banco de Sabadell SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/20/23<sup>(a)</sup> | EUR | 300 | 319290 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/10/28<sup>(a)</sup> | EUR | 100 | 93012 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/07/25 (Call 11/07/24)<sup>(a)(b)</sup> | EUR | 500 | 513178 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/26/27<sup>(a)</sup> | EUR | 300 | 297477 |
| Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;0.10%, 02/27/32 | EUR | 300 | 245105 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/10/29<sup>(a)</sup> | EUR | 200 | 179771 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 10/04/26<sup>(a)</sup> | EUR | 500 | 483901 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/24/27 (Call 03/24/26)<sup>(a)(b)</sup> | EUR | 500 | 487114 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/24/29 (Call 06/24/28)<sup>(a)(b)</sup> | EUR | 600 | 546456 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Spain (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/12/23<sup>(a)</sup> | CHF | 200 | $217721 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/09/31<sup>(a)</sup> | EUR | 600 | 538844 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/07/25<sup>(a)</sup> | EUR | 400 | 413682 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/27/24<sup>(a)</sup> | EUR | 200 | 208970 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/25/28<sup>(a)</sup> | EUR | 300 | 292810 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/31/24<sup>(a)</sup> | GBP | 500 | 587484 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/25/26<sup>(a)</sup> | EUR | 400 | 413182 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/30<sup>(a)</sup> | EUR | 300 | 264827 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/27/34<sup>(a)</sup> | EUR | 100 | 94620 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/08/28<sup>(a)</sup> | EUR | 400 | 392583 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/08/27<sup>(a)</sup> | EUR | 500 | 524224 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/18/25<sup>(a)</sup> | EUR | 400 | 424393 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/16/26<sup>(a)</sup> | EUR | 200 | 217213 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/16/28 | EUR | 200 | 217467 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/30/28 (Call 08/30/27)<sup>(a)(b)</sup> | GBP | 400 | 487390 |
| Bankinter SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/06/27<sup>(a)</sup> | EUR | 300 | 284200 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/05/25<sup>(a)</sup> | EUR | 200 | 206924 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/23/32 (Call 06/23/27)<sup>(a)(b)</sup> | EUR | 200 | 182417 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/29/28 | EUR | 500 | 535046 |
| CaixaBank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/09/26<sup>(a)</sup> | EUR | 200 | 195961 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/10/26 (Call 07/10/25)<sup>(a)(b)</sup> | EUR | 300 | 301824 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/26/28 (Call 05/26/27)<sup>(a)(b)</sup> | EUR | 500 | 469187 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/14/23<sup>(a)</sup> | EUR | 200 | 217121 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/25/24<sup>(a)</sup> | EUR | 200 | 209800 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/25/25<sup>(a)</sup> | EUR | 200 | 204573 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/17/28<sup>(a)</sup> | EUR | 200 | 195624 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/27/26<sup>(a)</sup> | EUR | 900 | 902714 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/11/27<sup>(a)</sup> | EUR | 400 | 402520 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/18/31 (Call 03/18/26)<sup>(a)(b)</sup> | EUR | 300 | 286864 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/03/26 (Call 12/03/25)<sup>(a)(b)</sup> | GBP | 300 | 332773 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/21/24 | EUR | 200 | 215462 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/03/25 | EUR | 300 | 329674 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/24/36 | EUR | 300 | 347100 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 02/23/33 (Call 11/23/27)<sup>(a)(b)</sup> | EUR | 100 | 112822 |
| Canal de Isabel II Gestion SA, 1.68%, 02/26/25<sup>(a)</sup> | EUR | 200 | 208355 |
| Cedulas TDA 6 Fond de Titulizacion de Activos, 3.88%, 05/23/25 | EUR | 400 | 438387 |
| Criteria Caixa SA, 1.50%, 05/10/23<sup>(a)</sup> | EUR | 300 | 325004 |
| Enagas Financiaciones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/27/26 (Call 07/27/26)<sup>(a)</sup> | EUR | 100 | 98893 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/05/28<sup>(a)</sup> | EUR | 400 | 397819 |
| Enagas Financiaciones SAU, 1.00%, 03/25/23<sup>(a)</sup> | EUR | 100 | 108404 |
| FCC Aqualia SA, 2.63%, 06/08/27 (Call 03/08/27)<sup>(a)</sup> | EUR | 150 | 153068 |
| FCC Servicios Medio Ambiente Holding SA, 1.66%, 12/04/26 (Call 09/23/26)<sup>(a)</sup> | EUR | 300 | 294884 |
| Ferrovial Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/31/25<sup>(a)</sup> | EUR | 200 | 206485 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/15/24<sup>(a)</sup> | EUR | 200 | 213490 |
| Ibercaja Banco SA, 3.75%, 06/15/25 (Call 06/15/24) | EUR | 100 | 107008 |
| Iberdrola Finanzas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/07/24 (Call 12/07/23)<sup>(a)</sup> | EUR | 200 | 212668 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/07/25 (Call 12/07/24)<sup>(a)</sup> | EUR | 500 | 519321 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/11/32 (Call 12/11/31)<sup>(a)</sup> | EUR | 200 | 186485 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.58%, (Call 08/16/27)<sup>(a)(b)(d)</sup> | EUR | 500 | 458131 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.62%, 11/29/29<sup>(a)</sup> | EUR | 200 | 198394 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/29/24 | GBP | 200 | 253173 |
| Iberdrola International BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, (Call 12/26/23)<sup>(a)(b)(d)</sup> | EUR | 200 | 214169 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Spain (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, (Call 11/12/24)<sup>(a)(d)</sup> | EUR | 400 | $423441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NC8, 2.25%, (Call 01/28/29)<sup>(a)(b)(d)</sup> | EUR | 300 | 271786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NC9, 1.83%, (Call 08/09/29)<sup>(a)(b)(d)</sup> | EUR | 100 | 86135 |
| Inmobiliaria Colonial Socimi SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 10/14/28 (Call 07/14/28)<sup>(a)</sup> | EUR | 100 | 93139 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/17/26 | EUR | 300 | 305966 |
| Liberbank SA, 0.25%, 09/25/29<sup>(a)</sup> | EUR | 300 | 266845 |
| Mapfre SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/19/26<sup>(a)</sup> | EUR | 100 | 100939 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/31/47 (Call 03/31/27)<sup>(a)(b)</sup> | EUR | 300 | 314665 |
| Merlin Properties Socimi SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/26/25 (Call 02/26/25)<sup>(a)</sup> | EUR | 105 | 108239 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/02/26 (Call 08/02/26)<sup>(a)</sup> | EUR | 325 | 323362 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 12/04/34 (Call 09/04/34)<sup>(a)</sup> | EUR | 100 | 79462 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 04/25/23 (Call 02/15/23)<sup>(a)</sup> | EUR | 100 | 108489 |
| Naturgy Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/19/26 (Call 01/19/26)<sup>(a)</sup> | EUR | 500 | 505460 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/29/28 (Call 10/29/27)<sup>(a)</sup> | EUR | 300 | 296854 |
| NorteGas Energia Distribucion SAU, 2.07%, 09/28/27 (Call 06/28/27)<sup>(a)</sup> | EUR | 100 | 100397 |
| Programa Cedulas TDA Fondo de Titulizacion de Activos |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/28/27 | EUR | 200 | 225573 |
| &nbsp;&nbsp;&nbsp;Series A6, 4.25%, 04/10/31 | EUR | 600 | 698779 |
| Red Electrica Corp SA, 0.88%, 04/14/25 (Call 01/14/25)<sup>(a)</sup> | EUR | 300 | 308895 |
| Red Electrica Financiaciones SAU, 1.00%, 04/21/26<sup>(a)</sup> | EUR | 200 | 203312 |
| Repsol International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/05/24 (Call 07/05/24)<sup>(a)</sup> | EUR | 400 | 411921 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/02/27 (Call 05/02/27)<sup>(a)</sup> | EUR | 600 | 572535 |
| Santander Consumer Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/27/24<sup>(a)</sup> | EUR | 500 | 520555 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/14/27<sup>(a)</sup> | EUR | 400 | 384086 |
| Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 08/21/27 (Call 05/21/27)<sup>(a)</sup> | EUR | 200 | 198203 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 01/17/25<sup>(a)</sup> | EUR | 200 | 210759 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 03/12/29 (Call 12/12/28)<sup>(a)</sup> | EUR | 200 | 198592 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.81%, 05/21/32 (Call 11/21/31)<sup>(a)</sup> | EUR | 500 | 462485 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 07/01/39 (Call 01/01/39)<sup>(a)</sup> | EUR | 125 | 102320 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.32%, 10/17/28<sup>(a)</sup> | EUR | 100 | 102376 |
| &nbsp;&nbsp;&nbsp;2.93%, 10/17/29 | EUR | 200 | 211253 |
| Telefonica Emisiones SAU |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 04/13/26<sup>(a)</sup> | EUR | 300 | 308820 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 01/12/28<sup>(a)</sup> | EUR | 400 | 403120 |
|  |  |  | 33304296 |
| **Supranational — 0.9%** |  |  |  |
| African Development Bank SR |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 06/22/26 | GBP | 300 | 330872 |
| &nbsp;&nbsp;&nbsp;1.10%, 12/16/26 | AUD | 500 | 315804 |
| Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.10%, 06/17/31 | EUR | 170 | 147052 |
| &nbsp;&nbsp;&nbsp;0.80%, 11/06/25 | AUD | 500 | 325302 |
| &nbsp;&nbsp;&nbsp;1.95%, 07/22/32 | EUR | 500 | 498991 |
| Council of Europe |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/20/31<sup>(a)(c)</sup> | EUR | 700 | 607990 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/15/25<sup>(a)</sup> | GBP | 300 | 334819 |
| Council of Europe Development Bank, 0.38%, 03/27/25<sup>(a)</sup> | EUR | 300 | 307963 |
| European Financial Stability Facility |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/13/27<sup>(a)(c)</sup> | EUR | 1400 | 1334834 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/18/30<sup>(a)</sup> | EUR | 400 | $359803 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/11/25<sup>(a)</sup> | EUR | 1000 | 1027194 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/17/53<sup>(a)</sup> | EUR | 400 | 233846 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/21/32<sup>(a)</sup> | EUR | 1000 | 1037402 |
| European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/20/32<sup>(a)</sup> | EUR | 500 | 432044 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/30<sup>(a)</sup> | EUR | 2000 | 2096765 |
| European Union |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/06/26<sup>(a)(c)</sup> | EUR | 2300 | 2272355 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/04/28<sup>(a)(c)</sup> | EUR | 2300 | 2134206 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/22/31<sup>(a)(c)</sup> | EUR | 1000 | 864589 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 02/04/37<sup>(a)</sup> | EUR | 2250 | 1701499 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 07/04/41<sup>(a)</sup> | EUR | 1960 | 1323811 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 07/04/25<sup>(a)</sup> | EUR | 1975 | 2043695 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/04/43<sup>(a)</sup> | EUR | 1000 | 779943 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/04/29<sup>(a)</sup> | EUR | 569 | 565452 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/04/29<sup>(a)</sup> | EUR | 600 | 603656 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/04/27<sup>(a)</sup> | EUR | 4000 | 4191443 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/04/27<sup>(a)</sup> | EUR | 400 | 429524 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/04/52<sup>(a)</sup> | EUR | 1175 | 1125595 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/04/48<sup>(a)</sup> | EUR | 1300 | 1288827 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/04/33<sup>(a)</sup> | EUR | 1317 | 1408052 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/04/37 | EUR | 625 | 646528 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/04/42<sup>(a)</sup> | EUR | 850 | 949037 |
| Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 09/15/26 | GBP | 300 | 328272 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/15/23 | GBP | 200 | 240936 |
| International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/27<sup>(c)</sup> | EUR | 500 | 485924 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/24/28<sup>(c)</sup> | EUR | 300 | 281388 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/17/35 | EUR | 400 | 303245 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/08/34 | EUR | 1000 | 902030 |
| International Development Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/31<sup>(a)(c)</sup> | EUR | 500 | 425924 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/17/42<sup>(a)</sup> | EUR | 50 | 35918 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/05/37<sup>(a)</sup> | EUR | 530 | 493512 |
| Nordic Investment Bank, 2.50%, 01/30/30 | EUR | 300 | 319583 |
|  |  |  | 35535625 |
| **Swaziland — 0.0%** |  |  |  |
| Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 09/30/27 (Call 09/30/26)<sup>(a)(b)</sup> | GBP | 500 | 603603 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 03/01/29 (Call 03/01/28)<sup>(a)(b)</sup> | EUR | 300 | 339856 |
| UBS Group AG, 1.88%, 11/03/29 (Call 11/03/28)<sup>(a)(b)</sup> | GBP | 200 | 209577 |
|  |  |  | 1153036 |
| **Sweden — 0.8%** |  |  |  |
| Akelius Residential Property AB, 2.38%, 08/15/25 (Call 05/15/25)<sup>(a)</sup> | GBP | 100 | 114280 |
| Akelius Residential Property Financing BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/22/30 (Call 11/22/29)<sup>(a)</sup> | EUR | 100 | 79912 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/17/28 (Call 10/17/27)<sup>(a)</sup> | EUR | 300 | 266620 |
| Alfa Laval Treasury Internationl Co., 1.38%, 02/18/29 (Call 11/18/28)<sup>(a)</sup> | EUR | 200 | 189414 |
| Atlas Copco AB, 0.63%, 08/30/26 (Call 05/30/26)<sup>(a)</sup> | EUR | 100 | 99560 |
| Balder Finland OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/20/29 (Call 10/20/28)<sup>(a)</sup> | EUR | 100 | 76566 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/18/31 (Call 10/18/30)<sup>(a)</sup> | EUR | 300 | 223827 |
| Castellum Helsinki Finance Holding Abp, 0.88%, 09/17/29 (Call 06/17/29)<sup>(a)</sup> | EUR | 300 | 222336 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Sweden (continued)** |  |  |  |
| EQT AB, 2.88%, 04/06/32 (Call 01/06/32)<sup>(a)</sup> | EUR | 300 | $271301 |
| Essity AB, 0.25%, 02/08/31 (Call 11/08/30)<sup>(a)</sup> | EUR | 300 | 246980 |
| Fastighets AB Balder |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/29/27 (Call 10/29/26)<sup>(a)</sup> | EUR | 250 | 212571 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/28/28 (Call 10/28/27)<sup>(a)</sup> | EUR | 100 | 81106 |
| H&M Finance BV, 0.25%, 08/25/29 (Call 05/25/29)<sup>(a)</sup> | EUR | 150 | 127492 |
| Heimstaden Bostad Treasury BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/13/28 (Call 01/13/28)<sup>(a)</sup> | EUR | 100 | 84026 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/03/27 (Call 12/03/26) | EUR | 300 | 267961 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/13/31 (Call 07/13/31)<sup>(a)</sup> | EUR | 300 | 220311 |
| Hemso Treasury OYJ, 0.00%, 01/19/28 (Call 10/19/27)<sup>(a)(c)</sup> | EUR | 117 | 101713 |
| Investor AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/12/30 (Call 06/12/30)<sup>(a)</sup> | EUR | 200 | 191962 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/20/39 (Call 03/20/39)<sup>(a)</sup> | EUR | 200 | 160094 |
| Lansforsakringar Hypotek AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/27/28<sup>(a)(c)</sup> | EUR | 500 | 458756 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/20/28<sup>(a)</sup> | SEK | 6000 | 492268 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/27/25<sup>(a)</sup> | EUR | 200 | 205648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 516, 1.25%, 09/20/23<sup>(a)</sup> | SEK | 2500 | 236333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 519, 1.50%, 09/16/26<sup>(a)</sup> | SEK | 6000 | 541656 |
| Molnlycke Holding AB, 1.75%, 02/28/24<sup>(a)</sup> | EUR | 300 | 319410 |
| Nordea Hypotek AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/16/26<sup>(a)</sup> | SEK | 4000 | 348206 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/17/25<sup>(a)</sup> | SEK | 10000 | 905934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5533, 1.25%, 09/20/23<sup>(a)</sup> | SEK | 8000 | 756250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5537, 1.00%, Series 5537, 06/16/27<sup>(a)</sup> | SEK | 8000 | 696940 |
| Sagax Euro Mtn NL BV, 0.75%, 01/26/28 (Call 10/26/27)<sup>(a)</sup> | EUR | 300 | 255228 |
| Samhallsbyggnadsbolaget, 1.00%, 08/12/27 (Call 05/12/27)<sup>(a)</sup> | EUR | 400 | 316339 |
| SBAB Bank AB, 0.50%, 05/13/25<sup>(a)</sup> | EUR | 500 | 507955 |
| Skandinaviska Enskilda, 0.38%, 06/21/28<sup>(a)</sup> | EUR | 400 | 365256 |
| Skandinaviska Enskilda Banken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/09/26<sup>(a)</sup> | EUR | 600 | 600564 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/12/29<sup>(a)</sup> | EUR | 400 | 355976 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/28/27<sup>(a)</sup> | EUR | 500 | 491968 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/19/29<sup>(a)</sup> | SEK | 4000 | 327888 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/11/26<sup>(a)</sup> | EUR | 600 | 615658 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/09/26<sup>(a)</sup> | EUR | 100 | 109883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 579, 1.00%, 12/18/24<sup>(a)</sup> | SEK | 8000 | 735794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 580, 1.00%, 12/17/25<sup>(a)</sup> | SEK | 4000 | 360442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 581, 0.50%, Series 581, 12/16/26<sup>(a)</sup> | SEK | 4000 | 345708 |
| SKF AB, 0.25%, 02/15/31 (Call 11/15/30)<sup>(a)</sup> | EUR | 100 | 82067 |
| Stadshypotek AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/24/28<sup>(a)(c)</sup> | EUR | 400 | 364626 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/30/30<sup>(a)(c)</sup> | EUR | 200 | 172302 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/05/26<sup>(a)</sup> | EUR | 200 | 195137 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/06/24<sup>(a)</sup> | EUR | 200 | 206367 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/11/25<sup>(a)</sup> | EUR | 300 | 305689 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/01/24<sup>(a)</sup> | SEK | 16000 | 1504345 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/27<sup>(a)</sup> | SEK | 4000 | 370628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1587, 1.50%, 06/01/23<sup>(a)</sup> | SEK | 5000 | 475989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1589, 1.50%, 12/03/24<sup>(a)</sup> | SEK | 6000 | 557422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1590, 1.00%, 09/03/25<sup>(a)</sup> | SEK | 2000 | 181346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1591, 0.50%, 06/01/26<sup>(a)</sup> | SEK | 10000 | 877630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1592, 1.00%, 03/01/27<sup>(a)</sup> | SEK | 14000 | 1228307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1594, 2.00%, 09/01/28<sup>(a)</sup> | SEK | 4000 | 358361 |
| Svenska Handelsbanken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/06/28<sup>(a)</sup> | EUR | 100 | 90149 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Sweden (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/15/25<sup>(a)</sup> | EUR | 400 | $413613 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/23/29<sup>(a)</sup> | EUR | 550 | 519669 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/05/29 (Call 03/05/24)<sup>(a)(b)</sup> | EUR | 100 | 104913 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/33 (Call 06/01/28)<sup>(a)(b)</sup> | EUR | 100 | 102670 |
| Sveriges Sakerstallda Obligationer AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/14/30<sup>(a)(c)</sup> | EUR | 400 | 350680 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/05/29<sup>(a)</sup> | EUR | 100 | 92096 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/29/25<sup>(a)</sup> | EUR | 200 | 205928 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/29/27<sup>(a)</sup> | EUR | 300 | 298031 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/17/26<sup>(a)</sup> | SEK | 5000 | 460933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 145, 1.00%, 06/12/24<sup>(a)</sup> | SEK | 10000 | 928942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 148, 0.25%, 06/09/27<sup>(a)</sup> | SEK | 8000 | 674212 |
| Swedbank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 05/20/27 (Call 05/20/26)<sup>(a)(b)</sup> | EUR | 450 | 432366 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/08/27 (Call 12/08/26)<sup>(a)(b)</sup> | GBP | 100 | 108006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 05/25/27<sup>(a)</sup> | EUR | 500 | 511819 |
| Swedbank Hypotek AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/05/26<sup>(a)</sup> | EUR | 300 | 301489 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/18/25<sup>(a)</sup> | SEK | 8600 | 783117 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/18/26<sup>(a)</sup> | SEK | 4000 | 358468 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/17/27<sup>(a)</sup> | SEK | 2000 | 175201 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/31/27<sup>(a)</sup> | EUR | 400 | 405177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 194, 1.00%, 09/18/24<sup>(a)</sup> | SEK | 7000 | 646892 |
| Swedish Covered Bond, 0.75%, 06/09/32<sup>(a)</sup> | SEK | 2000 | 150696 |
| Tele2 AB, 2.13%, 05/15/28 (Call 02/15/28)<sup>(a)</sup> | EUR | 225 | 224827 |
| Telefonaktiebolaget LM Ericsson, 1.13%, 02/08/27 (Call 11/08/26)<sup>(a)</sup> | EUR | 300 | 285152 |
| Telia Co. AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/11/81 (Call 02/11/26)<sup>(a)(b)</sup> | EUR | 100 | 97021 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/20/34 (Call 11/20/33)<sup>(a)</sup> | EUR | 400 | 376267 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/30/83 (Call 03/30/28)<sup>(a)(b)</sup> | EUR | 300 | 290393 |
| Vattenfall AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/12/29 (Call 11/12/28)<sup>(a)</sup> | EUR | 300 | 268062 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/15/39<sup>(a)</sup> | GBP | 210 | 312591 |
| Volvo Treasury AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/18/25 (Call 08/18/25)<sup>(a)</sup> | EUR | 500 | 518342 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/19/27 (Call 05/19/27)<sup>(a)</sup> | EUR | 300 | 306048 |
|  |  |  | 31262078 |
| **Switzerland — 0.9%** |  |  |  |
| ABB Finance BV, 0.75%, 05/16/24 (Call 02/16/24)<sup>(a)</sup> | EUR | 300 | 315907 |
| Adecco International Financial Services BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/21/82 (Call 12/21/26)<sup>(a)(b)</sup> | EUR | 100 | 85193 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/20/29 (Call 08/20/29)<sup>(a)</sup> | EUR | 125 | 118010 |
| Argentum Netherlands BV for Givaudan SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/17/25 (Call 06/17/25)<sup>(a)</sup> | EUR | 300 | 308155 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/17/30 (Call 06/17/30)<sup>(a)</sup> | EUR | 400 | 393179 |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/19/49 (Call 02/19/29)<sup>(a)(b)</sup> | EUR | 200 | 194000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/46 (Call 10/01/26)<sup>(a)(b)</sup> | EUR | 200 | 208546 |
| Cloverie PLC for Zurich Insurance Co. Ltd., 1.50%, 12/15/28 (Call 09/15/28)<sup>(a)</sup> | EUR | 250 | 242869 |
| Coca-Cola HBC Finance BV, 0.63%, 11/21/29 (Call 08/21/29)<sup>(a)</sup> | EUR | 300 | 271526 |
| Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/18/33<sup>(a)</sup> | EUR | 300 | 204160 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 01/14/28 (Call 01/14/27)<sup>(a)(b)</sup> | EUR | 550 | 471793 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/14/23<sup>(a)</sup> | CHF | 200 | 217011 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/24/27 (Call 06/24/26)<sup>(a)(b)</sup> | EUR | 880 | 789692 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/17/25 (Call 07/17/24)<sup>(a)(b)</sup> | EUR | 583 | 583852 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Switzerland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/15/29 (Call 11/15/28)<sup>(a)(b)</sup> | GBP | 200 | $187694 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/02/32 (Call 04/02/31)<sup>(a)(b)</sup> | EUR | 200 | 169750 |
| Credit Suisse Schweiz AG, 0.00%, 10/31/30<sup>(a)(c)</sup> | CHF | 460 | 408664 |
| ELM BV for Swiss Life Insurance & Pension Group, 4.50%, (Call 05/19/27)<sup>(a)(b)(d)</sup> | EUR | 200 | 211272 |
| Firmenich Productions Participations SAS, 1.75%, 04/30/30 (Call 01/30/30)<sup>(a)</sup> | EUR | 200 | 193187 |
| Glencore Capital Finance Designated Co., 1.13%, 03/10/28 (Call 12/10/27)<sup>(a)</sup> | EUR | 550 | 510688 |
| Glencore Finance Europe Ltd., 1.75%, 03/17/25 (Call 12/17/24)<sup>(a)</sup> | EUR | 560 | 583941 |
| Helvetia Europe SA, 2.75%, 09/30/41 (Call 06/30/31)<sup>(a)(b)</sup> | EUR | 100 | 88208 |
| Holcim Finance Luxembourg SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/03/30 (Call 06/03/30)<sup>(a)</sup> | EUR | 200 | 169785 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/23/31 (Call 01/23/31)<sup>(a)</sup> | EUR | 250 | 207483 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/06/30 (Call 01/06/30)<sup>(a)</sup> | EUR | 250 | 217615 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/26/28 (Call 02/26/28)<sup>(a)</sup> | EUR | 300 | 304636 |
| Lunar Funding V for Swisscom AG, 1.13%, 10/12/26<sup>(a)</sup> | EUR | 610 | 611946 |
| Nestle Finance International Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/14/26 (Call 05/14/26)<sup>(a)(c)</sup> | EUR | 250 | 246218 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/03/33 (Call 12/03/32)<sup>(a)(c)</sup> | EUR | 150 | 118934 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/14/29 (Call 03/14/29)<sup>(a)</sup> | EUR | 336 | 309800 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/14/34 (Call 11/14/33)<sup>(a)</sup> | EUR | 75 | 62192 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/16/23 (Call 03/02/23)<sup>(a)</sup> | EUR | 302 | 326684 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/14/41 (Call 12/14/40)<sup>(a)</sup> | EUR | 175 | 128709 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/01/30 (Call 01/01/30)<sup>(a)</sup> | EUR | 450 | 442199 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/29/35 (Call 12/29/34)<sup>(a)</sup> | EUR | 150 | 134590 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/02/37 (Call 08/02/37)<sup>(a)</sup> | EUR | 300 | 270006 |
| Nestle Holdings Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/04/27<sup>(a)</sup> | CHF | 900 | 925403 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/04/32 (Call 01/04/32)<sup>(a)</sup> | GBP | 300 | 323649 |
| Novartis Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/20/28<sup>(a)</sup> | EUR | 100 | 95023 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 08/14/30 (Call 05/14/30)<sup>(a)</sup> | EUR | 520 | 502161 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/28<sup>(a)(c)</sup> | CHF | 500 | 504140 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/26/30<sup>(a)(c)</sup> | CHF | 1900 | 1842678 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/10/45<sup>(a)(c)</sup> | CHF | 700 | 509589 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/23/32<sup>(a)</sup> | CHF | 200 | 186261 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/06/42<sup>(a)</sup> | CHF | 400 | 321922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 640, 0.38%, 09/23/43<sup>(a)</sup> | CHF | 200 | 163694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 670, 0.00%, 07/29/24<sup>(a)(c)</sup> | CHF | 500 | 533938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 675, 0.00%, 06/15/27<sup>(a)(c)</sup> | CHF | 2400 | 2449861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 682, 0.00%, 04/06/27<sup>(a)(c)</sup> | CHF | 1000 | 1024249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 691, 0.25%, 03/15/41<sup>(a)</sup> | CHF | 200 | 164194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 695, 0.00%, 10/26/29<sup>(a)(c)</sup> | CHF | 800 | 781073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 696, 0.13%, 11/19/32<sup>(a)</sup> | CHF | 500 | 464249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 697, 0.00%, 05/20/41<sup>(a)(c)</sup> | CHF | 1300 | 1012424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 700, 0.13%, 03/19/31<sup>(a)</sup> | CHF | 300 | 288170 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/13/28<sup>(a)(c)</sup> | CHF | 300 | 302209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 472, 0.00%, 07/25/23<sup>(a)(c)</sup> | CHF | 400 | 434154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 482, 0.00%, 06/14/24<sup>(a)(c)</sup> | CHF | 1600 | 1711659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 483, 0.00%, 01/27/27<sup>(a)(c)</sup> | CHF | 2500 | 2569607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 515, 0.10%, 12/03/31<sup>(a)</sup> | CHF | 500 | 472032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 519, 0.13%, 04/23/32<sup>(a)</sup> | CHF | 400 | 375668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 526, 0.00%, 07/19/30<sup>(a)(c)</sup> | CHF | 1000 | 962108 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Switzerland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 528, 0.00%, 03/15/30<sup>(a)(c)</sup> | CHF | 1200 | $1162932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 529, 0.00%, 02/05/29<sup>(a)(c)</sup> | CHF | 500 | 495128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 530, 0.00%, 03/18/33<sup>(a)(c)</sup> | CHF | 1200 | 1091902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 531, 0.00%, 02/15/36<sup>(a)(c)</sup> | CHF | 700 | 600249 |
| Richemont International Holding SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/26/32 (Call 02/26/32)<sup>(a)</sup> | EUR | 300 | 273812 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/26/30 (Call 12/26/29)<sup>(a)</sup> | EUR | 510 | 498242 |
| Roche Finance Europe BV, 0.50%, 02/27/23<sup>(a)</sup> | EUR | 462 | 501580 |
| Roche Kapitalmarkt AG, Series 2024, 0.10%, 09/23/24 (Call 06/23/24)<sup>(a)</sup> | CHF | 350 | 373906 |
| Sika Capital BV, 1.50%, 04/29/31 (Call 01/29/31)<sup>(a)</sup> | EUR | 200 | 186655 |
| Swiss Re Finance Luxembourg SA, 2.53%, 04/30/50 (Call 04/30/30)<sup>(a)(b)</sup> | EUR | 100 | 92335 |
| Swiss Re Finance UK PLC, 2.71%, 06/04/52 (Call 06/04/32)<sup>(a)(b)</sup> | EUR | 100 | 88682 |
| Syngenta Finance NV, 3.38%, 04/16/26 (Call 01/16/26)<sup>(a)</sup> | EUR | 200 | 209592 |
| UBS AG/London |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/31/26<sup>(a)(c)</sup> | EUR | 200 | 194585 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/31/31<sup>(a)</sup> | EUR | 700 | 597267 |
| UBS Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/29/26 (Call 01/29/25)<sup>(a)(b)</sup> | EUR | 570 | 574817 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/03/26 (Call 11/03/25)<sup>(a)(b)</sup> | EUR | 300 | 294659 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/05/28 (Call 11/05/27)<sup>(a)(b)</sup> | EUR | 600 | 550363 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/24/33<sup>(a)</sup> | EUR | 200 | 161764 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/15/27 (Call 06/15/26)<sup>(a)(b)</sup> | EUR | 400 | 418322 |
| Zuercher Kantonalbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/15/26<sup>(a)(c)</sup> | EUR | 100 | 97798 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 02/05/31<sup>(a)</sup> | CHF | 500 | 474336 |
| Zurich Finance Ireland DAC, 5.13%, 11/23/52 (Call 08/23/32)<sup>(a)(b)</sup> | GBP | 300 | 348566 |
| Zurich Finance Ireland Designated Activity Co., 1.63%, 06/17/39 (Call 03/17/39)<sup>(a)</sup> | EUR | 300 | 243513 |
|  |  |  | 38759214 |
| **United Arab Emirates — 0.0%** |  |  |  |
| DP World Ltd./United Arab Emirates, 4.25%, 09/25/30<sup>(a)</sup> | GBP | 250 | 288280 |
| Emirates Telecommunications Group Co. PJSC, 2.75%, 06/18/26<sup>(a)</sup> | EUR | 600 | 637046 |
| First Abu Dhabi Bank PJSC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/16/26<sup>(a)</sup> | EUR | 250 | 243832 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/19/23<sup>(a)</sup> | GBP | 200 | 246220 |
| MDGH-GMTN BV, 6.88%, 03/14/26<sup>(a)</sup> | GBP | 100 | 130582 |
|  |  |  | 1545960 |
| **United Kingdom — 2.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3i Group PLC, 3.75%, 06/05/40 (Call 03/05/40)<sup>(a)</sup> | GBP | 200 | 194462 |
| Affinity Sutton Capital Markets PLC, 4.25%, 10/08/42<sup>(a)</sup> | GBP | 100 | 108695 |
| Affordable Housing Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 08/11/45<sup>(a)</sup> | GBP | 100 | 101459 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 05/20/44<sup>(a)</sup> | GBP | 100 | 117017 |
| Amcor UK Finance PLC, 1.13%, 06/23/27 (Call 04/23/27) | EUR | 200 | 193919 |
| Anglian Water Osprey Financing PLC, 4.00%, 03/08/26 (Call 12/08/25)<sup>(a)</sup> | GBP | 200 | 233985 |
| Anglian Water Services Financing PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/26/29 (Call 07/26/29)<sup>(a)</sup> | GBP | 200 | 221129 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/22/26<sup>(a)</sup> | GBP | 350 | 433443 |
| Anglo American Capital PLC, 1.63%, 09/18/25<sup>(a)</sup> | EUR | 300 | 313103 |
| Annington Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/12/25 (Call 06/12/25)<sup>(a)</sup> | GBP | 200 | 231539 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 07/12/29 (Call 04/12/29)<sup>(a)</sup> | GBP | 240 | $256111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 07/12/34 (Call 04/12/34)<sup>(a)</sup> | GBP | 300 | 306891 |
| Aspire Defence Finance PLC, Series B, 4.67%, 03/31/40 | GBP | 246 | 297207 |
| Associated British Foods, 2.50%, 06/16/34 (Call 03/16/34)<sup>(a)</sup> | GBP | 200 | 203758 |
| Aster Treasury PLC, 4.50%, 12/18/43<sup>(a)</sup> | GBP | 100 | 119590 |
| AstraZeneca PLC, 0.38%, 06/03/29 (Call 03/03/29)<sup>(a)</sup> | EUR | 300 | 274614 |
| Aviva PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/13/27<sup>(a)</sup> | EUR | 266 | 267514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/03/44 (Call 07/03/24)<sup>(a)(b)</sup> | EUR | 200 | 213214 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/04/50 (Call 06/04/30)<sup>(a)(b)</sup> | GBP | 200 | 231643 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 05/20/58 (Call 05/20/38)<sup>(a)(b)</sup> | GBP | 100 | 133450 |
| Babcock International Group PLC, 1.38%, 09/13/27 (Call 06/13/27)<sup>(a)</sup> | EUR | 225 | 210342 |
| Bank of America Corp., 2.82%, 04/27/33 (Call 04/27/32)<sup>(a)(b)</sup> | EUR | 200 | 195707 |
| Bank of Scotland PLC, 4.88%, 12/20/24 | GBP | 125 | 155410 |
| Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.58%, 08/09/29 (Call 08/09/28)<sup>(a)</sup> | EUR | 400 | 353163 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/09/25 (Call 06/09/24)<sup>(a)(b)</sup> | EUR | 885 | 922267 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/22/31 (Call 03/22/26)<sup>(a)(b)</sup> | EUR | 300 | 286730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 06/23/27 (Call 06/23/26)<sup>(a)(b)</sup> | CAD | 200 | 135927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/17/24<sup>(a)</sup> | GBP | 200 | 242874 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/12/27<sup>(a)</sup> | GBP | 200 | 228735 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/17/33 | GBP | 400 | 409686 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.26%, 01/29/34 (Call 01/29/33)<sup>(a)(b)</sup> | EUR | 200 | 223783 |
| BAT International Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/13/23 (Call 07/13/23)<sup>(a)</sup> | EUR | 200 | 213384 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/16/30 (Call 10/16/29)<sup>(a)</sup> | EUR | 326 | 295114 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/23/55 (Call 08/23/55)<sup>(a)</sup> | GBP | 100 | 74995 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/24/34<sup>(a)</sup> | GBP | 200 | 231041 |
| &nbsp;&nbsp;&nbsp;7.25%, 03/12/24 | GBP | 300 | 377259 |
| BAT Netherlands Finance BV, 3.13%, 04/07/28 (Call 01/07/28)<sup>(a)</sup> | EUR | 300 | 311371 |
| BG Energy Capital PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/04/36<sup>(a)</sup> | GBP | 100 | 124902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/01/25<sup>(a)</sup> | GBP | 200 | 252934 |
| Blend Funding PLC, Series ETMN, 3.46%, 09/21/49<sup>(a)</sup> | GBP | 100 | 97338 |
| BP Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.08%, 06/26/25 (Call 03/26/25)<sup>(a)</sup> | EUR | 253 | 259861 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 11/15/34<sup>(a)</sup> | EUR | 300 | 241393 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/08/31<sup>(a)</sup> | EUR | 600 | 536450 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 02/16/27<sup>(a)</sup> | EUR | 150 | 150883 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 07/03/28<sup>(a)</sup> | EUR | 200 | 195600 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 03/03/25<sup>(a)</sup> | EUR | 250 | 263430 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 04/07/32<sup>(a)</sup> | EUR | 190 | 190660 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, (Call 03/22/26)<sup>(a)(b)(d)</sup> | EUR | 600 | 607713 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, (Call 03/22/29)<sup>(a)(b)(d)</sup> | EUR | 250 | 240921 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, (Call 03/22/27)<sup>(a)(b)(d)</sup> | GBP | 450 | 511820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 3.47%, 05/15/25<sup>(a)</sup> | CAD | 300 | 221103 |
| Brambles Finance PLC, 1.50%, 10/04/27 (Call 07/04/27)<sup>(a)</sup> | EUR | 100 | 99222 |
| British Telecommunications PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/10/26<sup>(a)</sup> | EUR | 490 | 506548 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/26/28 (Call 06/26/28)<sup>(a)</sup> | EUR | 200 | 201473 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/21/31 (Call 08/21/31)<sup>(a)</sup> | GBP | 300 | 321504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/30/32 (Call 05/30/32)<sup>(a)</sup> | EUR | 300 | 315438 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 06/23/37<sup>(a)</sup> | GBP | 100 | 130517 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Broadgate Financing PLC, Series C2, 5.10%, 04/05/35<sup>(a)</sup> | GBP | 110 | $128553 |
| Bunzl Finance PLC, 1.50%, 10/30/30 (Call 07/30/30)<sup>(a)</sup> | GBP | 150 | 143469 |
| BUPA Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/05/24<sup>(a)</sup> | GBP | 200 | 238618 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/14/35 (Call 03/14/35)<sup>(a)</sup> | GBP | 100 | 102451 |
| Cadent Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/22/28<sup>(a)</sup> | GBP | 250 | 267966 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/21/40<sup>(a)</sup> | GBP | 300 | 278493 |
| Cardiff University, 3.00%, 12/07/55<sup>(a)</sup> | GBP | 100 | 92130 |
| Catalyst Housing Ltd., 3.13%, 10/31/47<sup>(a)</sup> | GBP | 100 | 88718 |
| CCEP Finance Ireland DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/06/29 (Call 06/06/29)<sup>(a)</sup> | EUR | 325 | 293142 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/06/33 (Call 02/06/33)<sup>(a)</sup> | EUR | 200 | 165738 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/06/41 (Call 12/06/40)<sup>(a)</sup> | EUR | 100 | 76476 |
| Centrica PLC, 7.00%, 09/19/33<sup>(a)</sup> | GBP | 200 | 278922 |
| Channel Link Enterprises Finance PLC, Series A5, 3.04%, 06/30/50 (Call 06/20/29)<sup>(a)(b)</sup> | GBP | 150 | 158934 |
| Church Commissioners for England, 3.63%, 07/14/52 (Call 01/14/52)<sup>(a)</sup> | GBP | 100 | 104563 |
| Circle Anglia Social Housing PLC, 7.25%, 11/12/38<sup>(a)</sup> | GBP | 50 | 75211 |
| Citizen Treasury PLC, 3.25%, 10/20/48<sup>(a)</sup> | GBP | 100 | 95727 |
| CK Hutchison Europe Finance 21 Ltd., 1.00%, 11/02/33 (Call 08/02/33)<sup>(a)</sup> | EUR | 100 | 79241 |
| Clarion Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/22/35<sup>(a)</sup> | GBP | 400 | 353912 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/18/29<sup>(a)</sup> | GBP | 100 | 110135 |
| Clydesdale Bank PLC, 0.00%, 09/22/26<sup>(a)(c)</sup> | EUR | 400 | 384990 |
| CNH Industrial Finance Europe SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/12/25 (Call 06/12/25)<sup>(a)</sup> | EUR | 100 | 103735 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/25/27 (Call 12/25/26)<sup>(a)</sup> | EUR | 300 | 303954 |
| Coca-Cola Europacific Partners PLC, 0.20%, 12/02/28 (Call 09/02/28)<sup>(a)</sup> | EUR | 300 | 270250 |
| Coca-Cola European Partners PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/26/24 (Call 02/26/24)<sup>(a)</sup> | EUR | 497 | 524915 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/18/30 (Call 12/18/29)<sup>(a)</sup> | EUR | 200 | 194189 |
| Compass Group Finance Netherlands BV, 0.63%, 07/03/24 (Call 04/03/24)<sup>(a)</sup> | EUR | 275 | 288063 |
| Coventry Building Society, 0.13%, 06/20/26<sup>(a)</sup> | EUR | 300 | 293364 |
| CPUK Finance Ltd., 3.69%, 02/28/47 (Call 05/28/28)<sup>(a)</sup> | GBP | 350 | 383938 |
| Crh Finance UK PLC, 4.13%, 12/02/29 (Call 09/02/29)<sup>(a)</sup> | GBP | 200 | 235642 |
| Diageo Capital BV Co., 1.88%, 06/08/34 (Call 03/08/34)<sup>(a)</sup> | EUR | 300 | 280338 |
| Diageo Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/20/26 (Call 02/20/26)<sup>(a)</sup> | EUR | 400 | 420953 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/08/28 (Call 03/08/28)<sup>(a)</sup> | GBP | 200 | 227051 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/27/32 (Call 12/27/31)<sup>(a)</sup> | EUR | 300 | 307248 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/08/38 (Call 03/08/38)<sup>(a)</sup> | GBP | 200 | 197766 |
| DS Smith PLC, Series EMT7, 1.38%, 07/26/24 (Call 04/26/24)<sup>(a)</sup> | EUR | 450 | 473250 |
| DWR Cymru Financing UK PLC, 1.38%, 03/31/33<sup>(a)</sup> | GBP | 200 | 184198 |
| Eastern Power Networks PLC, 5.75%, 03/08/24<sup>(a)</sup> | GBP | 50 | 62276 |
| easyJet FinCo. BV, 1.88%, 03/03/28 (Call 12/03/27)<sup>(a)</sup> | EUR | 450 | 418154 |
| easyJet PLC, 1.13%, 10/18/23 (Call 07/18/23)<sup>(a)</sup> | EUR | 200 | 213884 |
| Eversholt Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.74%, 06/30/40<sup>(a)</sup> | GBP | 269 | 270975 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 08/07/42<sup>(a)</sup> | GBP | 100 | 93679 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Experian Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/25/26 (Call 03/25/26)<sup>(a)</sup> | EUR | 200 | $203671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/07/32<sup>(a)</sup> | GBP | 200 | 224127 |
| Gatwick Funding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/32<sup>(a)</sup> | GBP | 100 | 103451 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/05/51<sup>(a)</sup> | GBP | 200 | 158254 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/28/41<sup>(a)</sup> | GBP | 100 | 90410 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/02/28<sup>(a)</sup> | GBP | 100 | 127313 |
| GlaxoSmithKline Capital PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/12/26 (Call 06/12/26)<sup>(a)</sup> | EUR | 400 | 404389 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/12/35<sup>(a)</sup> | GBP | 200 | 181009 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/20/27<sup>(a)</sup> | GBP | 100 | 120231 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/16/25 | EUR | 584 | 649600 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/19/33 | GBP | 178 | 236972 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/09/39 | GBP | 250 | 366807 |
| Global Switch Holdings Ltd., 2.25%, 05/31/27 (Call 02/28/27)<sup>(a)</sup> | EUR | 210 | 214887 |
| Grainger PLC, 3.00%, 07/03/30 (Call 04/03/30)<sup>(a)</sup> | GBP | 200 | 194867 |
| Great Rolling Stock Co. Ltd. (The), 6.88%, 07/27/35<sup>(a)</sup> | GBP | 227 | 299132 |
| Greene King Finance PLC, 3.59%, 03/15/35<sup>(a)</sup> | GBP | 138 | 144074 |
| GSK Consumer Healthcare Capital NL BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/29/30 (Call 12/29/29)<sup>(a)</sup> | EUR | 300 | 288733 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/29/34 (Call 12/29/33)<sup>(a)</sup> | EUR | 200 | 184920 |
| GSK Consumer Healthcare Capital UK PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/29/28 (Call 07/29/28)<sup>(a)</sup> | GBP | 100 | 113903 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/29/38 (Call 12/29/37)<sup>(a)</sup> | GBP | 200 | 206229 |
| Guinness Partnership Ltd. (The), 2.00%, 04/22/55<sup>(a)</sup> | GBP | 200 | 134556 |
| Hammerson Ireland Finance DAC, 1.75%, 06/03/27 (Call 03/03/27)<sup>(a)</sup> | EUR | 200 | 177216 |
| Hammerson PLC, 7.25%, 04/21/28<sup>(a)</sup> | GBP | 25 | 29673 |
| Heathrow Funding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/08/32 (Call 07/08/30)<sup>(a)</sup> | EUR | 300 | 261927 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/11/30 (Call 02/11/24)<sup>(a)</sup> | EUR | 436 | 398239 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/14/34<sup>(a)</sup> | EUR | 100 | 83018 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/09/51<sup>(a)</sup> | GBP | 200 | 157492 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 04/13/35 (Call 01/13/33)<sup>(a)</sup> | CAD | 200 | 132702 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.23%, 02/15/23<sup>(a)</sup> | GBP | 310 | 382206 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 12/10/31<sup>(a)</sup> | GBP | 450 | 594671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 3.78%, 09/04/32 (Call 06/04/30)<sup>(a)</sup> | CAD | 200 | 139369 |
| Hexagon Housing Association, 3.63%, 04/22/48<sup>(a)</sup> | GBP | 100 | 95027 |
| Hiscox Ltd., 6.13%, 11/24/45 (Call 11/24/25)<sup>(a)(b)</sup> | GBP | 100 | 120036 |
| HSBC Bank Capital Funding Sterling 1 LP, 5.84%, (Call 11/05/31)<sup>(a)(b)(d)</sup> | GBP | 150 | 194274 |
| HSBC Bank PLC, 6.50%, 07/07/23<sup>(a)</sup> | GBP | 17 | 21130 |
| HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 11/13/31 (Call 11/13/30)<sup>(a)</sup> | EUR | 300 | 257736 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/06/24<sup>(a)</sup> | EUR | 337 | 352645 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 11/13/26 (Call 11/13/25)<sup>(a)(b)</sup> | GBP | 540 | 615562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/22/28 (Call 07/22/27)<sup>(b)</sup> | GBP | 320 | 357266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 06/15/27 (Call 06/15/26)<sup>(a)(b)</sup> | EUR | 650 | 683060 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/07/28 | EUR | 550 | 564867 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/05/23<sup>(a)</sup> | CAD | 200 | 147859 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/29/40<sup>(a)</sup> | GBP | 350 | 424684 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/20/24<sup>(a)</sup> | GBP | 50 | 62915 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/11/28<sup>(a)</sup> | GBP | 200 | 259236 |
| IG Group Holdings PLC, 3.13%, 11/18/28 (Call 08/18/28)<sup>(a)</sup> | GBP | 100 | 96988 |
| Imperial Brands Finance Netherlands BV, 1.75%, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;03/18/33 (Call 12/18/32)<sup>(a)</sup> | EUR | 100 | 79525 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Imperial Brands Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/27/25 (Call 10/27/24)<sup>(a)</sup> | EUR | 518 | $538467 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/07/32 (Call 03/09/32)<sup>(a)</sup> | GBP | 100 | 108608 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 03/15/24<sup>(a)</sup> | GBP | 150 | 190276 |
| Informa PLC, 1.50%, 07/05/23 (Call 06/05/23)<sup>(a)</sup> | EUR | 178 | 191721 |
| InterContinental Hotels Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/15/27 (Call 02/14/27)<sup>(a)</sup> | EUR | 200 | 203647 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/14/25 (Call 05/14/25)<sup>(a)</sup> | GBP | 200 | 239010 |
| Intermediate Capital Group PLC, 2.50%, 01/28/30 (Call 10/28/29)<sup>(a)</sup> | EUR | 300 | 233295 |
| ITV PLC, 1.38%, 09/26/26 (Call 06/26/26)<sup>(a)</sup> | EUR | 200 | 199153 |
| Kennedy Wilson Europe Real Estate Ltd., 3.25%, 11/12/25 (Call 08/12/25)<sup>(a)</sup> | EUR | 200 | 182948 |
| Land Securities Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/29/29<sup>(a)</sup> | GBP | 100 | 112658 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/22/39<sup>(a)</sup> | GBP | 340 | 323229 |
| Legal & General Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/26/49 (Call 11/26/29)<sup>(a)(b)</sup> | GBP | 100 | 106708 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/14/48 (Call 11/14/28)<sup>(a)(b)</sup> | GBP | 200 | 236389 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 10/27/45 (Call 10/27/25)<sup>(a)(b)</sup> | GBP | 100 | 122379 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/27/64 (Call 06/27/44)<sup>(a)(b)</sup> | GBP | 100 | 114964 |
| Lendlease Europe Finance PLC, 3.50%, 12/02/33 (Call 09/02/33)<sup>(a)</sup> | GBP | 100 | 84149 |
| Libra Longhurst Group Treasury No. 2 PLC, 3.25%, 05/15/43<sup>(a)</sup> | GBP | 100 | 95012 |
| Linde PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/30/33 (Call 06/30/33)<sup>(a)</sup> | EUR | 200 | 161033 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/30/51 (Call 03/30/51)<sup>(a)</sup> | EUR | 100 | 63443 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/31/31 (Call 12/31/30)<sup>(a)</sup> | EUR | 400 | 378924 |
| Lloyds Bank Corporate Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/28/25<sup>(a)</sup> | EUR | 550 | 560574 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/11/24<sup>(a)</sup> | GBP | 220 | 260432 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/09/26<sup>(a)</sup> | EUR | 400 | 419210 |
| Lloyds Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/18/26<sup>(a)</sup> | EUR | 200 | 195996 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/26/25<sup>(a)</sup> | EUR | 300 | 307715 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/07/25<sup>(a)</sup> | GBP | 200 | 250118 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/08/29<sup>(a)</sup> | GBP | 300 | 401844 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/24<sup>(a)</sup> | GBP | 130 | 165631 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 04/22/25<sup>(a)</sup> | GBP | 100 | 131258 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.63%, 04/06/23<sup>(a)</sup> | GBP | 140 | 173995 |
| Lloyds Banking Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/12/28 (Call 04/12/27)<sup>(a)</sup> | GBP | 300 | 324429 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.71%, 12/03/35 (Call 12/03/30)<sup>(a)(b)</sup> | GBP | 250 | 242338 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/24/30 (Call 08/24/29)<sup>(b)</sup> | EUR | 300 | 307098 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/25 | AUD | 250 | 172462 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/18/30 (Call 03/18/25)<sup>(a)(b)</sup> | EUR | 400 | 428176 |
| Logicor UK PLC, 1.88%, 11/17/26<sup>(a)</sup> | GBP | 200 | 220266 |
| London & Quadrant Housing Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/31/32 (Call 12/31/31)<sup>(a)</sup> | GBP | 100 | 97333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/28/28 (Call 11/28/27)<sup>(a)</sup> | GBP | 200 | 223464 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 02/28/53 (Call 11/28/52)<sup>(a)</sup> | GBP | 200 | 170353 |
| London & Quadrant Housing Trust Ltd., 5.50%, 01/27/40<sup>(a)</sup> | GBP | 50 | 63492 |
| London Stock Exchange Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/06/27 (Call 09/06/27)<sup>(a)</sup> | EUR | 250 | 254483 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/19/29 (Call 06/19/29)<sup>(a)</sup> | EUR | 150 | 147807 |
| M&G PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.56%, 07/20/55 (Call 07/20/35)<sup>(a)(b)</sup> | GBP | 200 | 219341 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/20/51 (Call 10/20/31)<sup>(a)(b)</sup> | GBP | 235 | 270236 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Manchester Airport Group Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/30/44<sup>(a)</sup> | GBP | 200 | $170032 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/02/24<sup>(a)</sup> | GBP | 300 | 366700 |
| Martlet Homes Ltd., 3.00%, 05/09/52<sup>(a)</sup> | GBP | 100 | 88547 |
| Metropolitan Funding PLC, 4.13%, 04/05/48<sup>(a)</sup> | GBP | 100 | 103441 |
| Mondi Finance PLC, 1.63%, 04/27/26 (Call 01/27/26)<sup>(a)</sup> | EUR | 300 | 306756 |
| Motability Operations Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/03/26<sup>(a)</sup> | EUR | 200 | 199679 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/18/42 (Call 10/18/41)<sup>(a)</sup> | GBP | 450 | 381391 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/14/32<sup>(a)</sup> | GBP | 200 | 210770 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/10/36<sup>(a)</sup> | GBP | 230 | 258350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/08/27<sup>(a)</sup> | GBP | 100 | 124076 |
| National Grid Electricity Distribution East Midlands PLC, 3.95%, 09/20/32 (Call 06/20/32)<sup>(a)</sup> | EUR | 200 | 216758 |
| National Grid Electricity Distribution South West PLC, 2.38%, 05/16/29<sup>(a)</sup> | GBP | 100 | 106284 |
| National Grid Electricity Distribution West |  |  |  |
| Midlands PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/17/24 (Call 07/17/24)<sup>(a)</sup> | GBP | 270 | 327537 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/16/32<sup>(a)</sup> | GBP | 100 | 129981 |
| National Grid Electricity Transmission PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/17/40<sup>(a)</sup> | GBP | 200 | 160916 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/22/29 (Call 03/22/29)<sup>(a)</sup> | CAD | 200 | 131885 |
| National Grid Gas PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/07/31 (Call 11/07/30)<sup>(a)</sup> | GBP | 350 | 329008 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/14/43 (Call 10/14/42)<sup>(a)</sup> | GBP | 200 | 135796 |
| National Grid PLC, 0.75%, 09/01/33 (Call 06/01/33)<sup>(a)</sup> | EUR | 300 | 235438 |
| National Westminster Bank PLC, 0.50%, 05/15/24<sup>(a)</sup> | EUR | 350 | 366930 |
| Nationwide Building Society |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/22/25<sup>(a)</sup> | EUR | 300 | 301798 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/14/28<sup>(a)</sup> | EUR | 300 | 267671 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/23/24<sup>(a)</sup> | EUR | 100 | 105533 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/25/27<sup>(a)</sup> | EUR | 150 | 147049 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/29/32<sup>(a)</sup> | EUR | 500 | 463854 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/25/29 (Call 07/25/24)<sup>(a)(b)</sup> | EUR | 350 | 363966 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/25/29<sup>(a)</sup> | EUR | 300 | 309916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/20/28<sup>(a)</sup> | GBP | 300 | 347227 |
| Natwest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/15/25 (Call 11/15/24)<sup>(a)(b)</sup> | EUR | 400 | 410930 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.11%, 11/28/31 (Call 08/26/26)<sup>(a)(b)</sup> | GBP | 550 | 583287 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/22/23<sup>(a)</sup> | EUR | 310 | 336926 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 08/14/30 (Call 05/14/25)<sup>(a)(b)</sup> | GBP | 100 | 115929 |
| NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.78%, 02/26/30 (Call 02/26/29)<sup>(a)(b)</sup> | EUR | 400 | 356050 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 09/14/32 (Call 06/14/27)<sup>(a)(b)</sup> | EUR | 300 | 270146 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/29/29 (Call 03/29/28)<sup>(a)(b)</sup> | GBP | 300 | 338891 |
| NatWest Market PLC, 0.13%, 11/12/25<sup>(a)</sup> | EUR | 500 | 490696 |
| NatWest Markets PLC, 0.13%, 06/18/26<sup>(a)</sup> | EUR | 300 | 287728 |
| Network Rail Infrastructure Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/22/24<sup>(a)</sup> | GBP | 150 | 186117 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/29/35 | GBP | 450 | 592463 |
| NewRiver REIT PLC, 3.50%, 03/07/28 (Call 12/07/27)<sup>(a)</sup> | GBP | 100 | 105601 |
| Next Group PLC, 3.00%, 08/26/25 (Call 05/26/25)<sup>(a)</sup> | GBP | 330 | 392092 |
| NIE Finance PLC, 2.50%, 10/27/25 (Call 07/27/25)<sup>(a)</sup> | GBP | 300 | 350437 |
| Northern Powergrid Northeast PLC, 1.88%, 06/16/62<sup>(a)</sup> | GBP | 200 | 131720 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Northumbrian Water Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/11/26<sup>(a)</sup> | GBP | 410 | $454957 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/05/27 (Call 07/05/27)<sup>(a)</sup> | GBP | 100 | 111763 |
| Notting Hill Genesis |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/03/36<sup>(a)</sup> | GBP | 100 | 86780 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/20/32<sup>(a)</sup> | GBP | 100 | 112895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/07/42<sup>(a)</sup> | GBP | 150 | 186222 |
| Optivo Finance PLC, 3.28%, 03/22/48<sup>(a)</sup> | GBP | 150 | 136758 |
| Orbit Capital PLC, 3.50%, 03/24/45<sup>(a)</sup> | GBP | 100 | 95965 |
| Paragon Treasury PLC, 2.00%, 05/07/36<sup>(a)</sup> | GBP | 100 | 88670 |
| Peabody Capital No. 2 PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/02/34<sup>(a)</sup> | GBP | 100 | 101449 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/14/48<sup>(a)</sup> | GBP | 200 | 181554 |
| Pension Insurance Corp. PLC, 5.63%, 09/20/30<sup>(a)</sup> | GBP | 200 | 231337 |
| Phoenix Group Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/28/31 (Call 01/28/31)<sup>(a)</sup> | GBP | 100 | 113855 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.87%, 06/13/29<sup>(a)</sup> | GBP | 250 | 294278 |
| Places for People Homes Ltd., 3.63%, 11/22/28<sup>(a)</sup> | GBP | 200 | 229357 |
| Places For People Treasury PLC, 2.50%, 01/26/36 (Call 10/26/35)<sup>(a)</sup> | GBP | 200 | 180970 |
| Platform HG Financing PLC, 1.93%, 09/15/41<sup>(a)</sup> | GBP | 150 | 122133 |
| Prs Finance PLC, 2.00%, 01/23/29<sup>(a)</sup> | GBP | 200 | 219746 |
| Prudential PLC, 6.13%, 12/19/31<sup>(a)</sup> | GBP | 200 | 254618 |
| Reckitt Benckiser Treasury Services Nederland BV, 0.75%, 05/19/30 (Call 02/19/30)<sup>(a)</sup> | EUR | 200 | 182061 |
| Reckitt Benckiser Treasury Services PLC, 1.75%, 05/19/32<sup>(a)</sup> | GBP | 300 | 300899 |
| RELX Capital Inc., 1.30%, 05/12/25 (Call 02/12/25) | EUR | 350 | 362783 |
| RELX Finance BV, 0.00%, 03/18/24 (Call 02/18/24)<sup>(a)(c)</sup> | EUR | 300 | 314567 |
| Rentokil Initial PLC, 0.88%, 05/30/26 (Call 02/28/26)<sup>(a)</sup> | EUR | 100 | 99398 |
| RL Finance Bonds No. 4 PLC, 4.88%, 10/07/49 (Call 04/07/39)<sup>(a)(b)</sup> | GBP | 200 | 198245 |
| Rothesay Life PLC, 3.38%, 07/12/26<sup>(a)</sup> | GBP | 450 | 513179 |
| Royal Mail PLC, 2.38%, 07/29/24 (Call 04/29/24)<sup>(a)</sup> | EUR | 250 | 265596 |
| Sage Group PLC (The), 2.88%, 02/08/34 (Call 11/08/33)<sup>(a)</sup> | GBP | 200 | 201655 |
| Sanctuary Capital PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/14/50<sup>(a)</sup> | GBP | 100 | 77705 |
| &nbsp;&nbsp;&nbsp;6.70%, 03/23/39 | GBP | 50 | 73224 |
| Santander UK Group Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/13/29 (Call 09/13/28)<sup>(a)(b)</sup> | EUR | 300 | 264823 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 05/08/26 (Call 05/08/25)<sup>(a)(b)</sup> | GBP | 400 | 464429 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 08/25/28 (Call 08/25/27)<sup>(a)</sup> | EUR | 200 | 209220 |
| Santander UK PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 01/12/27<sup>(a)</sup> | EUR | 100 | 96027 |
| &nbsp;&nbsp;&nbsp;0.10%, 05/12/24 | EUR | 200 | 208598 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/12/27<sup>(a)</sup> | EUR | 400 | 399893 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/18/24<sup>(a)</sup> | EUR | 240 | 252003 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/16/29<sup>(a)</sup> | GBP | 150 | 194067 |
| Scottish Hydro Electric Transmission PLC, 2.13%, 03/24/36 (Call 12/24/35)<sup>(a)</sup> | GBP | 200 | 180652 |
| Scottish Widows Ltd., 5.50%, 06/16/23<sup>(a)</sup> | GBP | 310 | 382795 |
| Segro PLC, 2.38%, 10/11/29<sup>(a)</sup> | GBP | 100 | 106676 |
| Severn Trent Utilities Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/02/40<sup>(a)</sup> | GBP | 200 | 164571 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/05/31<sup>(a)</sup> | GBP | 100 | 106591 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/16/26<sup>(a)</sup> | GBP | 100 | 120504 |
| Skipton Building Society, 0.00%, 09/22/24<sup>(c)</sup> | EUR | 200 | 205769 |
| Skipton Building Society Covered, 0.50%, 10/02/23<sup>(a)</sup> | EUR | 200 | 213495 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/17/25<sup>(a)</sup> | EUR | 500 | $527078 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/21/27 | GBP | 200 | 263485 |
| Smiths Group PLC, 2.00%, 02/23/27 (Call 11/23/26)<sup>(a)</sup> | EUR | 200 | 205708 |
| South Eastern Power Networks PLC, 5.63%, 09/30/30<sup>(a)</sup> | GBP | 300 | 391366 |
| Southern Electric Power Distribution PLC, 5.50%, 06/07/32<sup>(a)</sup> | GBP | 150 | 195478 |
| Southern Gas Networks PLC, 3.10%, 09/15/36 (Call 06/15/36)<sup>(a)</sup> | GBP | 400 | 390320 |
| Southern Housing Group Ltd., 2.38%, 10/08/36<sup>(a)</sup> | GBP | 100 | 91829 |
| Southern Water Services Finance Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/28/37<sup>(a)</sup> | GBP | 200 | 185135 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/56 | GBP | 50 | 61684 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.19%, 03/31/29<sup>(a)</sup> | GBP | 25 | 32880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A4, 6.64%, 03/31/26<sup>(a)</sup> | GBP | 240 | 310228 |
| Sovereign Housing Capital PLC, 2.38%, 11/04/48<sup>(a)</sup> | GBP | 100 | 80011 |
| SP Transmission PLC, 2.00%, 11/13/31 (Call 08/13/31)<sup>(a)</sup> | GBP | 223 | 226508 |
| SSE PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/06/25 (Call 06/06/25)<sup>(a)</sup> | EUR | 530 | 539256 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, (Call 01/21/28)<sup>(a)(d)</sup> | EUR | 350 | 352958 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 11/20/28<sup>(a)</sup> | GBP | 180 | 260364 |
| Stagecoach Group PLC, 4.00%, 09/29/25 (Call 06/29/25)<sup>(a)</sup> | GBP | 100 | 116920 |
| Standard Chartered PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 09/23/31 (Call 09/23/26)<sup>(a)(b)</sup> | EUR | 300 | 282429 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/03/27 (Call 10/03/26)<sup>(a)(b)</sup> | EUR | 357 | 356210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/18/38<sup>(a)</sup> | GBP | 200 | 240896 |
| Stellantis NV, 3.75%, 03/29/24<sup>(a)</sup> | EUR | 100 | 109141 |
| Student Finance PLC, 2.67%, 09/30/29<sup>(a)</sup> | GBP | 100 | 120770 |
| Telereal Securitisation PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 12/10/33 (Call 12/10/25)<sup>(a)(b)</sup> | GBP | 100 | 110917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 12/10/36<sup>(a)</sup> | GBP | 200 | 220128 |
| Tesco Corporate Treasury Services PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/29/26 (Call 02/28/26)<sup>(a)</sup> | EUR | 300 | 299450 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/27/30 (Call 01/27/30)<sup>(a)</sup> | GBP | 300 | 319081 |
| Tesco Property Finance 3 PLC, 5.74%, 04/13/40<sup>(a)</sup> | GBP | 275 | 335817 |
| Tesco Property Finance 6 PLC, 5.41%, 07/13/44<sup>(a)</sup> | GBP | 91 | 106985 |
| Thames Water Utilities Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/24/32<sup>(a)</sup> | GBP | 210 | 214948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/25/28<sup>(a)</sup> | GBP | 390 | 451054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/03/34<sup>(a)</sup> | GBP | 200 | 229209 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/28/37<sup>(a)</sup> | GBP | 160 | 191482 |
| THFC Funding No. 2 PLC, 6.35%, 07/08/41 | GBP | 250 | 353097 |
| Unilever Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/14/23<sup>(a)</sup> | EUR | 135 | 146663 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/12/23<sup>(a)</sup> | EUR | 205 | 220336 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/14/27<sup>(a)</sup> | EUR | 370 | 371043 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/31/29<sup>(a)</sup> | EUR | 100 | 97626 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 02/12/33<sup>(a)</sup> | EUR | 260 | 245504 |
| Unilever PLC, 1.50%, 06/11/39<sup>(a)</sup> | EUR | 200 | 169445 |
| UNITE USAF II PLC, 3.37%, 06/30/28<sup>(a)</sup> | GBP | 200 | 244484 |
| United Utilities Water Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/10/38 (Call 11/10/37)<sup>(a)</sup> | GBP | 200 | 170705 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 11/14/24)<sup>(a)</sup> | GBP | 100 | 117704 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/12/31 (Call 11/12/30)<sup>(a)</sup> | GBP | 200 | 216491 |
| University of Cambridge, 2.35%, 06/27/78<sup>(a)</sup> | GBP | 100 | 76636 |
| University of Liverpool, 3.38%, 06/25/55<sup>(a)</sup> | GBP | 100 | 101269 |
| University of Oxford, 2.54%, 12/08/2117<sup>(a)</sup> | GBP | 200 | 143420 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| University of Southampton, 2.25%, 04/11/57<sup>(a)</sup> | GBP | 100 | $74902 |
| Utmost Group PLC, 4.00%, 12/15/31 (Call 09/15/31)<sup>(a)</sup> | GBP | 100 | 92439 |
| Virgin Money UK PLC, 3.13%, 06/22/25 (Call 06/22/24)<sup>(a)(b)</sup> | GBP | 450 | 534139 |
| Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/03/24<sup>(a)</sup> | CHF | 200 | 213014 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/30/24<sup>(a)</sup> | EUR | 230 | 243323 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/20/25<sup>(a)</sup> | EUR | 470 | 481289 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/24/27<sup>(a)</sup> | EUR | 320 | 322506 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 07/29/31<sup>(a)</sup> | EUR | 200 | 186266 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/24/39<sup>(a)</sup> | EUR | 200 | 175910 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/12/56<sup>(a)</sup> | GBP | 200 | 156493 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/13/27<sup>(a)</sup> | AUD | 400 | 272562 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/04/25 | GBP | 100 | 128287 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/26/32<sup>(a)</sup> | GBP | 50 | 67280 |
| Wales & West Utilities Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/28/41<sup>(a)</sup> | GBP | 200 | 158295 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/03/38<sup>(a)</sup> | GBP | 100 | 97532 |
| Wellcome Trust Ltd. (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/21/27<sup>(a)</sup> | EUR | 200 | 201547 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/14/71 (Call 01/14/71)<sup>(a)</sup> | GBP | 200 | 110283 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.52%, 02/07/2118<sup>(a)</sup> | GBP | 150 | 109035 |
| Western Power Distribution West Midlands PLC, 6.00%, 05/09/25<sup>(a)</sup> | GBP | 150 | 188855 |
| WHG Treasury PLC, 4.25%, 10/06/45<sup>(a)</sup> | GBP | 100 | 113316 |
| Whitbread Group PLC, 3.38%, 10/16/25 (Call 07/16/25)<sup>(a)</sup> | GBP | 300 | 350911 |
| WPP Finance 2013, 3.00%, 11/20/23<sup>(a)</sup> | EUR | 100 | 108537 |
| WPP Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/22/26<sup>(a)</sup> | EUR | 207 | 214745 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/19/32<sup>(a)</sup> | GBP | 100 | 109769 |
| Yorkshire Building Society, 3.51%, 10/11/30 (Call 10/11/29)<sup>(a)(b)</sup> | GBP | 200 | 219208 |
| Yorkshire Water Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/27/32<sup>(a)</sup> | GBP | 200 | 187743 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/18/41<sup>(a)</sup> | GBP | 200 | 183406 |
|  |  |  | 82051148 |
| **United States — 2.3%** |  |  |  |
| 3M Co., 1.50%, 11/09/26 | EUR | 100 | 102604 |
| Abbott Ireland Financing DAC, 1.50%, 09/27/26 (Call 06/27/26)<sup>(a)</sup> | EUR | 500 | 513026 |
| AbbVie Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/18/27 (Call 08/18/27) | EUR | 500 | 482347 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/01/24 (Call 03/01/24) | EUR | 300 | 317336 |
| &nbsp;&nbsp;&nbsp;1.38%, 05/17/24 (Call 02/17/24) | EUR | 300 | 317946 |
| Albemarle New Holding GmbH, 1.63%, 11/25/28 (Call 08/25/28)<sup>(a)</sup> | EUR | 200 | 193482 |
| Altria Group Inc., 3.13%, 06/15/31 (Call 03/15/31) | EUR | 300 | 276503 |
| American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/17/23 | EUR | 300 | 325170 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/19/27 | GBP | 300 | 327543 |
| American International Group Inc., 1.88%, 06/21/27 (Call 03/21/27) | EUR | 150 | 150521 |
| American Medical Systems Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/08/28 (Call 02/08/28) | EUR | 400 | 391826 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/08/34 (Call 12/08/33) | EUR | 300 | 270733 |
| American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/05/30 (Call 07/05/30) | EUR | 450 | 382999 |
| &nbsp;&nbsp;&nbsp;1.95%, 05/22/26 (Call 02/22/26) | EUR | 325 | 329842 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| Amgen Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.41%, 03/08/23 (Call 03/02/23)<sup>(a)</sup> | CHF | 100 | $109126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/13/29<sup>(a)</sup> | GBP | 200 | 239183 |
| Apple Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/25/24<sup>(a)</sup> | CHF | 400 | 428242 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/31 (Call 08/15/31) | EUR | 300 | 264520 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/25/30<sup>(a)</sup> | CHF | 250 | 256464 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/24/25 (Call 02/24/25) | EUR | 540 | 559728 |
| &nbsp;&nbsp;&nbsp;2.51%, 08/19/24 (Call 06/19/24) | CAD | 200 | 145831 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/31/29 | GBP | 200 | 236707 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 01/10/24<sup>(a)</sup> | AUD | 150 | 105357 |
| Archer-Daniels-Midland Co., 1.00%, 09/12/25 (Call 06/12/25) | EUR | 250 | 256279 |
| AT&T Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/04/26 (Call 02/04/26) | EUR | 800 | 788140 |
| &nbsp;&nbsp;&nbsp;1.60%, 05/19/28 (Call 02/19/28) | EUR | 650 | 637679 |
| &nbsp;&nbsp;&nbsp;2.05%, 05/19/32 (Call 02/19/32) | EUR | 100 | 93554 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/17/29 (Call 09/17/29) | EUR | 405 | 410589 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/04/36 (Call 06/04/36) | EUR | 500 | 481227 |
| &nbsp;&nbsp;&nbsp;3.55%, 12/17/32 (Call 09/17/32) | EUR | 400 | 423123 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 09/19/28<sup>(a)</sup> | AUD | 200 | 139178 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/44 | GBP | 200 | 226906 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/27<sup>(a)</sup> | GBP | 200 | 253190 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/30/40 | GBP | 250 | 358895 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 2.85%, 05/25/24 (Call 03/25/24) | CAD | 200 | 146350 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 4.00%, 11/25/25 (Call 09/25/25) | CAD | 150 | 111259 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 4.85%, 05/25/47 (Call 11/25/46) | CAD | 150 | 104331 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 5.10%, Series MPLE, 11/25/48 (Call 05/25/48) | CAD | 150 | 107785 |
| Athene Global Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.37%, 09/10/26<sup>(a)</sup> | EUR | 400 | 373636 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/12/28<sup>(a)</sup> | EUR | 200 | 178575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 04/21/27<sup>(a)</sup> | AUD | 200 | 134772 |
| Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.69%, 03/22/31 (Call 03/22/30)<sup>(a)(b)</sup> | EUR | 600 | 518740 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 05/24/32 (Call 05/24/31)<sup>(a)(b)</sup> | EUR | 300 | 258578 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/07/25 (Call 02/07/24)<sup>(a)(b)</sup> | EUR | 700 | 742764 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.66%, 04/25/28 (Call 04/25/27)<sup>(a)(b)</sup> | EUR | 500 | 495224 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 06/02/29 (Call 06/02/28)<sup>(a)(b)</sup> | GBP | 500 | 523930 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 07/25/25<sup>(a)</sup> | GBP | 400 | 469745 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.93%, 04/25/25 (Call 04/25/24)<sup>(b)</sup> | CAD | 200 | 146314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/16/28 (Call 03/16/27)<sup>(b)</sup> | CAD | 500 | 361245 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/31/29 (Call 03/31/28)<sup>(a)(b)</sup> | EUR | 550 | 587451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 1.98%, 09/15/27 (Call 09/15/26)<sup>(b)</sup> | CAD | 150 | 102779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 2.60%, 04/04/29 (Call 04/04/28)<sup>(b)</sup> | CAD | 100 | 68154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 3.41%, 09/20/25 (Call 09/20/24)<sup>(b)</sup> | CAD | 200 | 146467 |
| Baxter International Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 05/15/24 (Call 04/15/24) | EUR | 200 | 209024 |
| &nbsp;&nbsp;&nbsp;1.30%, 05/15/29 (Call 02/15/29) | EUR | 250 | 234577 |
| Becton Dickinson & Co., 0.03%, 08/13/25 (Call 07/13/25) | EUR | 350 | 348681 |
| Becton Dickinson and Co., 0.00%, 08/13/23<sup>(c)</sup> | EUR | 125 | 133675 |
| Becton Dickinson Euro Finance Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;0.33%, 08/13/28 (Call 05/13/28) | EUR | 125 | 114372 |
| &nbsp;&nbsp;&nbsp;1.21%, 06/04/26 (Call 03/04/26) | EUR | 300 | 302258 |
| &nbsp;&nbsp;&nbsp;1.34%, 08/13/41 (Call 02/13/41) | EUR | 200 | 140031 |
| Berkshire Hathaway Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 06/19/39 (Call 03/19/39) | GBP | 350 | 323053 |
| &nbsp;&nbsp;&nbsp;2.63%, 06/19/59 (Call 12/19/58) | GBP | 200 | 166366 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| Berkshire Hathaway Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/12/25 (Call 02/12/25)<sup>(c)</sup> | EUR | 400 | $406142 |
| &nbsp;&nbsp;&nbsp;0.50%, 01/15/41 (Call 07/15/40) | EUR | 200 | 125066 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/16/23 (Call 03/02/23) | EUR | 330 | 357841 |
| &nbsp;&nbsp;&nbsp;1.13%, 03/16/27 (Call 12/16/26) | EUR | 440 | 435041 |
| Blackstone Holdings Finance Co. LLC, 1.50%, 04/10/29 (Call 01/10/29)<sup>(a)</sup> | EUR | 200 | 184031 |
| Booking Holdings Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 03/03/27 (Call 12/03/26) | EUR | 330 | 337399 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/26 (Call 10/15/26) | EUR | 435 | 483712 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/31 (Call 08/15/31) | EUR | 225 | 255494 |
| BorgWarner Inc., 1.00%, 05/19/31 (Call 02/19/31) | EUR | 200 | 170365 |
| Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/26/23 (Call 06/26/23) | EUR | 281 | 301060 |
| &nbsp;&nbsp;&nbsp;4.78%, 07/19/26 (Call 06/19/26) | EUR | 300 | 319984 |
| &nbsp;&nbsp;&nbsp;5.34%, 01/19/29 (Call 11/19/28) | EUR | 200 | 215967 |
| Chubb INA Holdings Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 06/15/31 (Call 03/15/31) | EUR | 330 | 295980 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/38 (Call 09/15/37) | EUR | 100 | 88054 |
| Citigroup Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/08/27 (Call 10/08/26)<sup>(a)(b)</sup> | EUR | 400 | 384656 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/10/29 (Call 03/10/29)<sup>(a)</sup> | EUR | 200 | 186327 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/26/28 (Call 07/26/28)<sup>(a)</sup> | EUR | 500 | 477998 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/28/25 | EUR | 400 | 422032 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/23/26 (Call 09/23/26) | GBP | 300 | 333790 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 09/22/33 (Call 09/22/32)<sup>(a)(b)</sup> | EUR | 500 | 540395 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 09/01/39<sup>(a)</sup> | GBP | 100 | 162714 |
| Coca-Cola Co., 0.13%, 03/09/29 | EUR | 526 | 476618 |
| Coca-Cola Co. (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/09/41 | EUR | 300 | 216505 |
| &nbsp;&nbsp;&nbsp;1.63%, 03/09/35 (Call 12/09/34) | EUR | 670 | 595794 |
| Colgate-Palmolive Co., 0.50%, 03/06/26 (Call 01/06/26) | EUR | 360 | 362088 |
| Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 09/14/29 (Call 06/14/29) | EUR | 300 | 264729 |
| &nbsp;&nbsp;&nbsp;1.25%, 02/20/40 (Call 08/20/39) | EUR | 300 | 228240 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/20/36 (Call 11/20/35) | GBP | 350 | 317233 |
| Danaher Corp., 2.50%, 03/30/30 (Call 12/30/29) | EUR | 100 | 101521 |
| DH Europe Finance II Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 03/18/28 (Call 12/18/27) | EUR | 275 | 257745 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/18/31 (Call 06/18/31) | EUR | 400 | 346192 |
| &nbsp;&nbsp;&nbsp;1.35%, 09/18/39 (Call 03/18/39) | EUR | 200 | 153201 |
| DH Europe Finance Sarl, 1.20%, 06/30/27 (Call 03/30/27) | EUR | 500 | 497186 |
| Digital Dutch Finco BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/15/32 (Call 10/15/31)<sup>(a)</sup> | EUR | 300 | 242339 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/15/30 (Call 12/15/29)<sup>(a)</sup> | EUR | 300 | 267015 |
| Digital Euro Finco LLC, 2.63%, 04/15/24 (Call 02/15/24)<sup>(a)</sup> | EUR | 400 | 424641 |
| Digital Intrepid Holding BV, 0.63%, 07/15/31 (Call 04/15/31)<sup>(a)</sup> | EUR | 200 | 158659 |
| Digital Stout Holding LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/17/25 (Call 10/19/24)<sup>(a)</sup> | GBP | 200 | 242543 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/17/25 (Call 10/19/24)<sup>(a)</sup> | GBP | 200 | 242543 |
| Dover Corp., 0.75%, 11/04/27 (Call 08/04/27) | EUR | 200 | 189169 |
| Dow Chemical Co. (The), 1.13%, 03/15/32 (Call 12/15/31) | EUR | 300 | 253170 |
| Duke Energy Corp., 3.10%, 06/15/28 (Call 03/15/28) | EUR | 200 | 206156 |
| DXC Capital Funding DAC, 0.45%, 09/15/27 (Call 07/15/27)<sup>(a)</sup> | EUR | 300 | 273805 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| Eaton Capital Unlimited Co., 0.70%, 05/14/25 (Call 02/14/25)<sup>(a)</sup> | EUR | 375 | $383644 |
| Ecolab Inc., 1.00%, 01/15/24 (Call 10/15/23) | EUR | 350 | 372877 |
| EFSF, 0.88%, 09/05/28<sup>(a)</sup> | EUR | 700 | 684250 |
| Eli Lilly & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 11/01/31 (Call 08/01/31) | EUR | 400 | 351297 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/14/51 (Call 03/14/51) | EUR | 300 | 193590 |
| &nbsp;&nbsp;&nbsp;1.63%, 06/02/26 (Call 03/02/26) | EUR | 350 | 360610 |
| Equinix Inc., 0.25%, 03/15/27 (Call 01/15/27) | EUR | 250 | 235895 |
| Exxon Mobil Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.14%, 06/26/24 (Call 05/26/24) | EUR | 450 | 468861 |
| &nbsp;&nbsp;&nbsp;0.84%, 06/26/32 (Call 03/26/32) | EUR | 350 | 294113 |
| &nbsp;&nbsp;&nbsp;1.41%, 06/26/39 (Call 12/26/38) | EUR | 250 | 184370 |
| FedEx Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/05/31 (Call 05/05/31) | EUR | 100 | 89190 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/11/27 (Call 10/11/26) | EUR | 240 | 243594 |
| Fidelity National Information Services Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 12/03/28 (Call 09/03/28) | EUR | 350 | 328762 |
| &nbsp;&nbsp;&nbsp;1.10%, 07/15/24 (Call 04/15/24) | EUR | 500 | 525577 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/21/27 (Call 02/21/27) | EUR | 350 | 349480 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/03/29 (Call 09/03/29) | GBP | 100 | 105856 |
| &nbsp;&nbsp;&nbsp;3.36%, 05/21/31 (Call 02/21/31) | GBP | 250 | 278596 |
| Fiserv Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 07/01/30 (Call 04/01/30) | EUR | 150 | 140779 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/31 (Call 04/01/31) | GBP | 200 | 215788 |
| Fresenius Medical Care AG & Co. KGaA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/29/29 (Call 08/29/29)<sup>(a)</sup> | EUR | 100 | 89880 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/11/25 (Call 04/11/25)<sup>(a)</sup> | EUR | 338 | 350488 |
| GE Capital European Funding Unlimited Co., 4.63%, 02/22/27 | EUR | 50 | 56911 |
| GE Capital UK Funding Un Ltd. Co., 4.13%, 09/13/23<sup>(a)</sup> | GBP | 300 | 368276 |
| General Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/17/25 (Call 02/17/25) | EUR | 325 | 333153 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/17/29 (Call 02/17/29) | EUR | 225 | 219211 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/17/37 (Call 02/17/37) | EUR | 200 | 175059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/19/35<sup>(a)</sup> | EUR | 200 | 220124 |
| General Motors Financial Co. Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 05/20/27 (Call 03/20/27)<sup>(a)</sup> | EUR | 400 | 374075 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 09/07/28 (Call 06/07/28)<sup>(a)</sup> | EUR | 300 | 267188 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 09/03/25 (Call 07/07/25)<sup>(a)</sup> | GBP | 200 | 232535 |
| General Motors Financial of Canada Ltd., Series 5, 3.25%, 11/07/23 | CAD | 200 | 147764 |
| Goldman Sachs Group Inc. (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/26/28 (Call 10/26/27)<sup>(a)</sup> | EUR | 717 | 650505 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/04/24<sup>(a)</sup> | CHF | 250 | 265983 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/21/30<sup>(a)</sup> | EUR | 400 | 352093 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/18/33 (Call 12/18/32)<sup>(a)</sup> | EUR | 475 | 383053 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 07/27/26<sup>(a)</sup> | EUR | 455 | 465340 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 12/16/30 (Call 09/16/30)<sup>(a)</sup> | GBP | 300 | 296206 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/22/28<sup>(a)</sup> | EUR | 500 | 495670 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/03/26<sup>(a)</sup> | EUR | 288 | 307626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/25/29<sup>(a)</sup> | GBP | 350 | 385987 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/10/28 | GBP | 295 | 401176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 2.01%, 02/28/29 (Call 02/28/28)<sup>(b)</sup> | CAD | 300 | 197943 |
| Grenke Finance PLC, 3.95%, 07/09/25<sup>(a)</sup> | EUR | 200 | 212190 |
| Harley-Davidson Financial Services Inc., 0.90%, 11/19/24 (Call 08/19/24)<sup>(a)</sup> | EUR | 300 | 311436 |
| Highland Holdings Sarl, 0.32%, 12/15/26 (Call 09/15/26) | EUR | 200 | 192608 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| Honeywell International Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/10/32 (Call 12/10/31) | EUR | 200 | $172481 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/02/34 (Call 08/02/34) | EUR | 352 | 393212 |
| Illinois Tool Works Inc., 2.13%, 05/22/30 (Call 02/22/30) | EUR | 260 | 262613 |
| International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.30%, 11/02/26 | JPY | 100000 | 752214 |
| &nbsp;&nbsp;&nbsp;0.30%, 02/11/28 | EUR | 730 | 682164 |
| &nbsp;&nbsp;&nbsp;0.65%, 02/11/32 | EUR | 300 | 251334 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/06/24 | EUR | 510 | 536316 |
| &nbsp;&nbsp;&nbsp;1.25%, 02/09/34 (Call 11/09/33) | EUR | 300 | 254409 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/31/31 | EUR | 255 | 241800 |
| International Flavors & Fragrances Inc., 1.80%, 09/25/26 (Call 06/25/26) | EUR | 300 | 303152 |
| John Deere Canada Funding Inc., 3.02%, 07/13/23 | CAD | 200 | 149000 |
| John Deere Cash Management SA, 2.20%, 04/02/32<sup>(a)</sup> | EUR | 250 | 251523 |
| John Deere Financial Inc., 2.58%, 10/16/26 | CAD | 200 | 141919 |
| Johnson & Johnson |  |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 05/20/24 (Call 02/20/24) | EUR | 200 | 211544 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/20/35 (Call 02/20/35) | EUR | 200 | 186040 |
| Johnson Controls International PLC, 1.00%, 09/15/23 (Call 06/15/23) | EUR | 200 | 214403 |
| JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/04/23<sup>(a)</sup> | CHF | 50 | 54067 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 02/17/33 (Call 02/17/32)<sup>(a)(b)</sup> | EUR | 200 | 162631 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 11/04/32 (Call 11/04/31)<sup>(a)(b)</sup> | EUR | 450 | 384838 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 03/11/27 (Call 03/11/26)<sup>(a)(b)</sup> | EUR | 800 | 800717 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/27/25<sup>(a)</sup> | EUR | 220 | 231455 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.81%, 06/12/29 (Call 06/12/28)<sup>(a)(b)</sup> | EUR | 350 | 343324 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 04/28/33 (Call 04/28/32)<sup>(a)(b)</sup> | GBP | 100 | 97216 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 03/23/30 (Call 03/23/29)<sup>(a)(b)</sup> | EUR | 613 | 595596 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/24/28<sup>(a)</sup> | EUR | 300 | 314013 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/18/26<sup>(a)</sup> | GBP | 100 | 120282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MPLE, 1.90%, 03/05/28 (Call 03/05/27)<sup>(b)</sup> | CAD | 200 | 135591 |
| Kinder Morgan Inc., 2.25%, 03/16/27 | EUR | 200 | 203315 |
| Kraft Heinz Foods Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/24/24 (Call 02/24/24)<sup>(a)</sup> | EUR | 100 | 106409 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/25/28 (Call 02/25/28)<sup>(a)</sup> | EUR | 200 | 200997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 07/01/27 (Call 04/01/27)<sup>(a)</sup> | GBP | 100 | 120669 |
| Liberty Mutual Finance Europe DAC, 1.75%, 03/27/24<sup>(a)</sup> | EUR | 254 | 269205 |
| Lkq Italia Bondco Di Lkq Italia Bondco Gp SRL E C SAPA, 3.88%, 04/01/24 (Call 01/01/24)<sup>(a)</sup> | EUR | 100 | 108700 |
| LYB International Finance II BV, 0.88%, 09/17/26 (Call 06/17/26) | EUR | 200 | 195722 |
| Marsh & McLennan Companies Inc., 1.98%, 03/21/30 (Call 12/21/29) | EUR | 200 | 190669 |
| Mastercard Inc., 1.00%, 02/22/29 (Call 11/22/28) | EUR | 500 | 481107 |
| Mcdonald S Corp., 0.88%, 10/04/33 (Call 07/04/33)<sup>(a)</sup> | EUR | 300 | 250486 |
| McDonald's Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.17%, 10/04/24<sup>(a)</sup> | CHF | 200 | 213180 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/29/24<sup>(a)</sup> | EUR | 500 | 531176 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 06/15/26 (Call 04/15/26)<sup>(a)</sup> | EUR | 400 | 401480 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/03/28<sup>(a)</sup> | EUR | 300 | 301342 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/34 (Call 12/15/33)<sup>(a)</sup> | GBP | 200 | 213473 |
| &nbsp;&nbsp;&nbsp;3.13%, 03/04/25 (Call 01/04/25) | CAD | 250 | 182885 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/23/32<sup>(a)</sup> | GBP | 25 | 34158 |
| McKesson Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 11/17/25 (Call 08/17/25) | EUR | 300 | 308827 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/17/29 (Call 11/17/28) | GBP | 200 | 223950 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 07/02/31 (Call 04/02/31) | EUR | 300 | $267390 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/02/31 (Call 04/02/31) | EUR | 300 | 267390 |
| &nbsp;&nbsp;&nbsp;1.13%, 03/07/27 (Call 12/07/26) | EUR | 920 | 916953 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/02/49 (Call 01/02/49) | EUR | 400 | 278424 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/07/39 (Call 12/07/38) | EUR | 300 | 263007 |
| Merck & Co. Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 11/02/24 (Call 08/02/24) | EUR | 450 | 466811 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/34 (Call 07/15/34) | EUR | 100 | 101476 |
| Metropolitan Life Global Funding I |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/09/24<sup>(a)</sup> | EUR | 100 | 104883 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 03/20/28<sup>(a)</sup> | CAD | 400 | 267011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/30/26<sup>(a)</sup> | GBP | 400 | 478799 |
| Microsoft Corp., 2.63%, 05/02/33 (Call 02/02/33) | EUR | 250 | 264357 |
| MMS USA Holdings Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/13/25 (Call 03/13/25)<sup>(a)</sup> | EUR | 400 | 404568 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/13/31 (Call 03/13/31)<sup>(a)</sup> | EUR | 300 | 279206 |
| Mohawk Capital Finance SA, 1.75%, 06/12/27 (Call 04/12/27) | EUR | 200 | 200773 |
| Molson Coors Internationa LP Co., 3.44%, 07/15/26 (Call 04/15/26) | CAD | 200 | 144382 |
| Mondelez International Holdings Netherlands BV, 0.88%, 10/01/31 (Call 07/01/31)<sup>(a)</sup> | EUR | 250 | 217759 |
| Mondelez International Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/17/41 (Call 12/17/40) | EUR | 350 | 261109 |
| &nbsp;&nbsp;&nbsp;1.63%, 03/08/27 (Call 12/08/26) | EUR | 281 | 281652 |
| Moody's Corp., 0.95%, 02/25/30 (Call 11/25/29) | EUR | 200 | 184422 |
| Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/07/31 (Call 02/07/30)<sup>(b)</sup> | EUR | 600 | 510221 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 04/29/33 (Call 04/29/32)<sup>(b)</sup> | EUR | 400 | 333559 |
| &nbsp;&nbsp;&nbsp;1.34%, 10/23/26 (Call 10/23/25) | EUR | 830 | 843322 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/11/24 | EUR | 270 | 288702 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/09/27 | GBP | 300 | 343318 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/07/32 (Call 05/07/31)<sup>(b)</sup> | EUR | 531 | 527683 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 3.00%, 02/07/24 | CAD | 200 | 147195 |
| Nasdaq Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 02/13/30 (Call 11/13/29) | EUR | 100 | 89015 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/28/29 (Call 12/28/28) | EUR | 200 | 193450 |
| National Grid North America Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/08/23<sup>(a)</sup> | EUR | 350 | 375879 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 01/20/31 (Call 10/20/30)<sup>(a)</sup> | EUR | 500 | 434208 |
| Nestle Holdings Inc., 2.19%, 01/26/29 (Call 11/26/28) | CAD | 500 | 338604 |
| New York Life Global Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/23/27<sup>(a)</sup> | EUR | 100 | 96590 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/04/28<sup>(a)</sup> | EUR | 300 | 274220 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/17/26<sup>(a)</sup> | GBP | 210 | 230347 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/15/23<sup>(a)</sup> | GBP | 200 | 240776 |
| Omnicom Capital Holdings PLC, 2.25%, 11/22/33 (Call 08/22/33) | GBP | 200 | 192534 |
| Oracle Corp., 3.13%, 07/10/25 | EUR | 200 | 215328 |
| PepsiCo Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 10/09/32 (Call 07/09/32) | EUR | 300 | 250515 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/09/50 (Call 04/09/50) | EUR | 100 | 69420 |
| &nbsp;&nbsp;&nbsp;1.13%, 03/18/31 (Call 12/18/30) | EUR | 400 | 371762 |
| &nbsp;&nbsp;&nbsp;2.15%, 05/06/24 (Call 03/06/24) | CAD | 200 | 145896 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/22/34 (Call 04/22/34) | GBP | 200 | 229303 |
| Pfizer Inc., 6.50%, 06/03/38<sup>(a)</sup> | GBP | 150 | 224740 |
| Philip Morris International Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 08/01/39 (Call 05/01/39) | EUR | 200 | 128936 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/09/36 (Call 02/09/36) | EUR | 200 | 153134 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 03/03/26 | EUR | 400 | $424132 |
| PPG Industries Inc., 2.75%, 06/01/29 (Call 04/01/29) | EUR | 300 | 306315 |
| Procter & Gamble Co. (The), 0.50%, 10/25/24 | EUR | 650 | 675527 |
| Procter & Gamble Co.(The), 1.88%, 10/30/38 | EUR | 300 | 275844 |
| Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 09/10/27 (Call 06/10/27) | EUR | 300 | 277367 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/16/32 (Call 11/16/31) | EUR | 100 | 80056 |
| &nbsp;&nbsp;&nbsp;1.00%, 02/08/29 (Call 11/08/28) | EUR | 200 | 183281 |
| &nbsp;&nbsp;&nbsp;1.00%, 02/06/35 (Call 11/06/34) | EUR | 200 | 154177 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/08/34 (Call 11/08/33) | EUR | 200 | 167589 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/10/49 (Call 03/10/49) | EUR | 100 | 65386 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/05/29 (Call 10/05/28) | EUR | 100 | 96977 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/31/43 | EUR | 150 | 159969 |
| Public Storage, 0.88%, 01/24/32 (Call 10/24/31) | EUR | 100 | 82972 |
| PVH Corp., 3.13%, 12/15/27 (Call 09/15/27)<sup>(a)</sup> | EUR | 300 | 311110 |
| Realty Income Corp., 2.50%, 01/14/42 (Call 07/14/41) | GBP | 100 | 84853 |
| Schlumberger Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/15/31 (Call 07/15/31)<sup>(a)</sup> | EUR | 300 | 253950 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/28/26 (Call 07/28/26)<sup>(a)</sup> | EUR | 500 | 505443 |
| SES SA, 0.88%, 11/04/27 (Call 08/04/27)<sup>(a)</sup> | EUR | 200 | 187677 |
| Simon International Finance SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/19/33 (Call 12/19/32)<sup>(a)</sup> | EUR | 100 | 81153 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/13/25 (Call 02/13/25)<sup>(a)</sup> | EUR | 270 | 277806 |
| Southern Co. (The), 1.88%, 09/15/81 (Call 06/15/27)<sup>(b)</sup> | EUR | 300 | 265006 |
| Southern Power Co., 1.85%, 06/20/26 | EUR | 100 | 102989 |
| Stellantis NV, 0.63%, 03/30/27 (Call 12/30/26)<sup>(a)</sup> | EUR | 400 | 385503 |
| Stryker Corp., 2.63%, 11/30/30 (Call 08/30/30) | EUR | 560 | 568836 |
| Thermo Fisher Scientific Finance I BV |  |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 10/18/33 (Call 07/18/33) | EUR | 400 | 337973 |
| &nbsp;&nbsp;&nbsp;1.63%, 10/18/41 (Call 04/18/41) | EUR | 300 | 228879 |
| Thermo Fisher Scientific Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 03/01/25 (Call 02/01/25) | EUR | 500 | 509977 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/01/28 (Call 12/01/27) | EUR | 375 | 354141 |
| &nbsp;&nbsp;&nbsp;0.88%, 10/01/31 (Call 07/01/31) | EUR | 300 | 262191 |
| &nbsp;&nbsp;&nbsp;1.40%, 01/23/26 (Call 11/23/25) | EUR | 200 | 205443 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/01/49 (Call 04/01/49) | EUR | 300 | 214959 |
| &nbsp;&nbsp;&nbsp;2.38%, 04/15/32 (Call 01/15/32) | EUR | 250 | 245892 |
| Time Warner Cable LLC, 5.75%, 06/02/31 | GBP | 250 | 303383 |
| Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/16/26<sup>(a)</sup> | EUR | 200 | 196320 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/21/24<sup>(a)</sup> | EUR | 420 | 435303 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/19/26 | GBP | 100 | 108417 |
| United Parcel Service Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 11/15/25 (Call 08/15/25) | EUR | 350 | 365442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/12/50<sup>(a)</sup> | GBP | 50 | 68349 |
| Upjohn Finance BV, 1.91%, 06/23/32 (Call 03/23/32)<sup>(a)</sup> | EUR | 400 | 341326 |
| Utah Acquisition Sub Inc., 2.25%, 11/22/24 (Call 09/22/24)<sup>(a)</sup> | EUR | 530 | 558921 |
| Ventas Canada Finance Ltd., 2.45%, 01/04/27 (Call 12/04/26) | CAD | 200 | 137034 |
| Verizon Communications Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 03/22/29 (Call 12/22/28) | EUR | 327 | 293343 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/02/25 | EUR | 690 | 711682 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/30/27<sup>(a)</sup> | CHF | 200 | 207996 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/27/26 | EUR | 100 | 101068 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/02/28 | EUR | 800 | 773347 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/18/40 (Call 11/18/39) | EUR | 300 | 235294 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **United States (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/22/28 (Call 01/22/28) | CAD | 200 | $136852 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/01/31 | EUR | 200 | 200357 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/23/31 (Call 12/23/30) | AUD | 200 | 117019 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/27/36 | GBP | 300 | 314044 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 02/17/25<sup>(a)</sup> | AUD | 200 | 140259 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/22/51 (Call 09/22/50) | CAD | 100 | 63326 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/17/27<sup>(a)</sup> | AUD | 200 | 140120 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/17/34 | GBP | 100 | 122839 |
| &nbsp;&nbsp;&nbsp;Series 20Y, 2.88%, 01/15/38 | EUR | 400 | 378180 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 2.50%, 05/16/30 (Call 02/15/30) | CAD | 200 | 131792 |
| Visa Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/29 (Call 04/15/29) | EUR | 100 | 101372 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/15/34 (Call 03/15/34) | EUR | 200 | 198775 |
| Walgreens Boots Alliance Inc., 2.13%, 11/20/26 (Call 08/20/26) | EUR | 200 | 203965 |
| Walmart Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 09/21/29 | EUR | 200 | 240243 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/27/34<sup>(a)</sup> | GBP | 350 | 490854 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/19/30 | GBP | 145 | 199857 |
| Walt Disney Co. (The), Series MPLE, 3.06%, 03/30/27 | CAD | 200 | 142648 |
| Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/26/24<sup>(a)</sup> | EUR | 400 | 419723 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/02/27<sup>(a)</sup> | EUR | 200 | 195346 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/26/26<sup>(a)</sup> | EUR | 600 | 597680 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/24/27<sup>(a)</sup> | EUR | 250 | 247479 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.74%, 05/04/30 (Call 05/04/29)<sup>(a)(b)</sup> | EUR | 520 | 492437 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/28/25<sup>(a)</sup> | GBP | 380 | 439357 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/24/31<sup>(a)</sup> | GBP | 300 | 296098 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/02/23<sup>(a)</sup> | EUR | 100 | 108575 |
| &nbsp;&nbsp;&nbsp;2.51%, 10/27/23 | CAD | 200 | 147467 |
| &nbsp;&nbsp;&nbsp;3.18%, 02/08/24 (Call 01/08/24) | CAD | 100 | 73602 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/12/29<sup>(a)</sup> | GBP | 200 | 225313 |
| &nbsp;&nbsp;&nbsp;3.87%, 05/21/25 | CAD | 25 | 18329 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.17%, 04/28/26 (Call 04/28/25)<sup>(b)</sup> | CAD | 300 | 221793 |
| &nbsp;&nbsp;&nbsp;Series MPLE, 2.49%, 02/18/27 | CAD | 300 | 208098 |
| Welltower Inc., 4.80%, 11/20/28 (Call 08/20/28) | GBP | 200 | 237227 |
| Whirlpool Finance Luxembourg Sarl, 1.25%, 11/02/26 (Call 08/02/26) | EUR | 600 | 598398 |
| WPC Eurobond BV |  |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 04/15/28 (Call 01/15/28) | EUR | 100 | 93523 |
| &nbsp;&nbsp;&nbsp;2.25%, 07/19/24 (Call 05/19/24) | EUR | 300 | 316018 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/09/26 (Call 01/09/26) | EUR | 150 | 155816 |
|  |  |  | 91972693 |
| **Total Corporate Bonds & Notes — 20.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $933,674,171)** |  |  | 824923982 |
| **Foreign Government Obligations** |  |  |  |
| **Australia — 2.8%** |  |  |  |
| Airservices Australia, 5.40%, |  |  |  |
| &nbsp;&nbsp;&nbsp;11/15/28(Call 08/15/28) | AUD | 200 | 148059 |
| Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/21/24<sup>(a)</sup> | AUD | 8131 | 5449891 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/21/25<sup>(a)</sup> | AUD | 13490 | 8787489 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/21/26<sup>(a)</sup> | AUD | 6040 | 3870850 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/21/30<sup>(a)</sup> | AUD | 4500 | 2639208 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/21/31<sup>(a)</sup> | AUD | 5520 | 3158645 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/21/32 | AUD | 6280 | 3637770 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/21/31<sup>(a)</sup> | AUD | 4385 | 2648707 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Australia (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/21/32<sup>(a)</sup> | AUD | 4961 | $2985672 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/21/51<sup>(a)</sup> | AUD | 2926 | 1296440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/21/28<sup>(a)</sup> | AUD | 5710 | 3828439 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/21/30<sup>(a)</sup> | AUD | 4550 | 3022099 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/21/24<sup>(a)</sup> | AUD | 4590 | 3221643 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/21/27<sup>(a)</sup> | AUD | 3830 | 2642659 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/21/28<sup>(a)</sup> | AUD | 3540 | 2424372 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/21/29<sup>(a)</sup> | AUD | 3880 | 2633449 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/21/35<sup>(a)</sup> | AUD | 1220 | 781085 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/21/41<sup>(a)</sup> | AUD | 1892 | 1128390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/21/47<sup>(a)</sup> | AUD | 1394 | 837798 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/21/25<sup>(a)</sup> | AUD | 6180 | 4374279 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/21/29<sup>(a)</sup> | AUD | 5080 | 3567322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/21/39<sup>(a)</sup> | AUD | 2107 | 1373482 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/21/34<sup>(a)</sup> | AUD | 2141 | 1531293 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/21/37<sup>(a)</sup> | AUD | 1980 | 1391657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/21/26<sup>(a)</sup> | AUD | 3088 | 2250263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/21/33<sup>(a)</sup> | AUD | 1710 | 1305096 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/21/27<sup>(a)</sup> | AUD | 4158 | 3109258 |
| Australian Capital Territory |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/22/25<sup>(a)</sup> | AUD | 170 | 113719 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/23/31 | AUD | 300 | 173794 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/21/26<sup>(a)</sup> | AUD | 60 | 40851 |
| National Housing Finance and Investment Corp., 1.52%, 05/27/30<sup>(a)</sup> | AUD | 500 | 299076 |
| New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/20/25<sup>(a)</sup> | AUD | 890 | 599177 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/20/30 | AUD | 1530 | 879727 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/20/32<sup>(a)</sup> | AUD | 800 | 449440 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/20/34<sup>(a)</sup> | AUD | 1000 | 540476 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/31 | AUD | 600 | 362351 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/20/40 | AUD | 300 | 146213 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/07/41 | AUD | 1050 | 507223 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/22/32<sup>(a)</sup> | AUD | 400 | 242589 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/20/27<sup>(a)</sup> | AUD | 5600 | 3848920 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/28 | AUD | 2040 | 1390745 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/15/28<sup>(a)</sup> | AUD | 1390 | 941258 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/20/29<sup>(a)</sup> | AUD | 1150 | 773885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/20/26<sup>(a)</sup> | AUD | 700 | 500227 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/20/24 | AUD | 150 | 108135 |
| Northern Territory Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/21/29 | AUD | 400 | 251618 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/21/32 | AUD | 800 | 484207 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/21/27 | AUD | 100 | 67844 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 11/21/42<sup>(a)</sup> | AUD | 200 | 124647 |
| Queensland Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/10/31<sup>(e)</sup> | AUD | 500 | 284366 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/02/32<sup>(e)</sup> | AUD | 500 | 282068 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/20/32<sup>(e)</sup> | AUD | 300 | 166797 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/21/31<sup>(e)</sup> | AUD | 1710 | 1002875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/20/34<sup>(e)</sup> | AUD | 2530 | 1358154 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/22/33 | AUD | 550 | 312228 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/20/41<sup>(e)</sup> | AUD | 450 | 217388 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/20/27<sup>(e)</sup> | AUD | 950 | 645016 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/22/24<sup>(e)</sup> | AUD | 1650 | 1157175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/21/28<sup>(e)</sup> | AUD | 1130 | 777949 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/21/29<sup>(e)</sup> | AUD | 842 | 573007 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/21/30<sup>(e)</sup> | AUD | 1000 | 684491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 02/20/47<sup>(e)</sup> | AUD | 300 | 193017 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/21/23<sup>(e)</sup> | AUD | 150 | 106263 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Australia (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/21/25<sup>(e)</sup> | AUD | 2680 | $1943774 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/22/24<sup>(a)</sup> | AUD | 400 | 291053 |
| South Australian Government Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/24/32<sup>(a)</sup> | AUD | 1000 | 570207 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/24/34<sup>(a)</sup> | AUD | 300 | 160582 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/15/24<sup>(a)</sup> | AUD | 1000 | 691775 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/24/30 | AUD | 1000 | 649262 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/20/27<sup>(a)</sup> | AUD | 350 | 239629 |
| Tasmanian Public Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/24/30<sup>(a)</sup> | AUD | 550 | 338914 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/22/32<sup>(a)</sup> | AUD | 100 | 59719 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/11/24<sup>(a)</sup> | AUD | 40 | 28357 |
| Treasury Corp., 2.40%, 08/18/50 | AUD | 200 | 88449 |
| Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 11/20/25 | AUD | 1700 | 1101729 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/19/27 | AUD | 1500 | 943855 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/20/30 | AUD | 760 | 444816 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/10/31 | AUD | 4340 | 2469612 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/17/35 | AUD | 500 | 265131 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/20/37 | AUD | 640 | 318890 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/15/33<sup>(a)</sup> | AUD | 1700 | 979671 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/20/34 | AUD | 1160 | 648503 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/22/29 | AUD | 2890 | 1868268 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/20/28<sup>(a)</sup> | AUD | 760 | 513352 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/17/24 | AUD | 620 | 452633 |
| Western Australian Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/22/30 | AUD | 500 | 294622 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/22/31 | AUD | 1000 | 584006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/23/24<sup>(a)</sup> | AUD | 100 | 69516 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/24/29<sup>(a)</sup> | AUD | 900 | 594938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/21/26<sup>(a)</sup> | AUD | 900 | 621759 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/21/27<sup>(a)</sup> | AUD | 540 | 369911 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/20/28<sup>(a)</sup> | AUD | 500 | 344236 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/23/25<sup>(a)</sup> | AUD | 50 | 36485 |
|  |  |  | 112635885 |
| **Austria — 0.9%** |  |  |  |
| Austria Government Bond, 1.50%, 11/02/86<sup>(e)</sup> | EUR | 61 | 42499 |
| Autobahnen- und Schnell- strassen-Finanzierungs AG, 0.10%, 07/09/29<sup>(a)</sup> | EUR | 400 | 366009 |
| KAF Karntner Ausgleichszahlungs-Fonds, 0.00%, 01/14/32<sup>(a)(c)</sup> | EUR | 450 | 369188 |
| Republic of Austria Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/24<sup>(c)(e)</sup> | EUR | 520 | 544520 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/20/25<sup>(c)(e)</sup> | EUR | 2000 | 2050583 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/20/28<sup>(c)(e)</sup> | EUR | 2450 | 2286258 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/20/30<sup>(c)(e)</sup> | EUR | 1033 | 927507 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/20/31<sup>(c)(e)</sup> | EUR | 2256 | 1963830 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/20/40<sup>(c)(e)</sup> | EUR | 1723 | 1120749 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/20/36<sup>(e)</sup> | EUR | 1459 | 1109926 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/20/27<sup>(e)</sup> | EUR | 1670 | 1664561 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/20/29 | EUR | 1352 | 1290949 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 04/20/71<sup>(e)</sup> | EUR | 710 | 370346 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/20/26<sup>(e)</sup> | EUR | 2634 | 2678339 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/20/28<sup>(e)</sup> | EUR | 2417 | 2395700 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/20/51<sup>(e)</sup> | EUR | 1030 | 677581 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 06/30/2120<sup>(e)</sup> | EUR | 780 | 377994 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 02/20/32<sup>(e)</sup> | EUR | 1160 | 1068336 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/20/25<sup>(e)</sup> | EUR | 1950 | 2045533 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/20/47<sup>(e)</sup> | EUR | 1598 | 1323936 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/02/86<sup>(e)</sup> | EUR | 310 | 215977 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Austria (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/21/24<sup>(e)</sup> | EUR | 1664 | $1778500 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/23/49<sup>(e)</sup> | EUR | 400 | 356111 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/20/2117<sup>(e)</sup> | EUR | 711 | 605594 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/23/34<sup>(e)</sup> | EUR | 1002 | 1037070 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/20/44<sup>(e)</sup> | EUR | 400 | 451324 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 01/26/62<sup>(e)</sup> | EUR | 635 | 829113 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/37 | EUR | 1674 | 2068760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/15/26<sup>(e)</sup> | EUR | 2014 | 2340050 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/27 | EUR | 958 | 1198534 |
|  |  |  | 35555377 |
| **Belgium — 1.3%** |  |  |  |
| Communaute Francaise de Belgique, 1.63%, 05/03/32<sup>(a)</sup> | EUR | 300 | 285589 |
| Flemish Community (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/12/38<sup>(a)</sup> | EUR | 100 | 84741 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/11/44<sup>(a)</sup> | EUR | 100 | 77970 |
| Kingdom of Belgium Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/22/27<sup>(c)(e)</sup> | EUR | 4876 | 4696213 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/22/31<sup>(c)</sup> | EUR | 6360 | 5435866 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 06/22/32<sup>(e)</sup> | EUR | 1320 | 1143123 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/22/40<sup>(e)</sup> | EUR | 1390 | 962263 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/22/24<sup>(e)</sup> | EUR | 3850 | 4038031 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 06/22/71<sup>(e)</sup> | EUR | 840 | 405765 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 06/22/25<sup>(e)</sup> | EUR | 2610 | 2719821 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 06/22/27<sup>(e)</sup> | EUR | 3218 | 3243763 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 06/22/29<sup>(e)</sup> | EUR | 305 | 298725 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/22/26<sup>(e)</sup> | EUR | 1310 | 1353087 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/22/31<sup>(e)</sup> | EUR | 2668 | 2527046 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 06/22/53<sup>(e)</sup> | EUR | 1890 | 1368049 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/22/37<sup>(e)</sup> | EUR | 2276 | 2011229 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/22/47<sup>(e)</sup> | EUR | 2076 | 1669672 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/22/50<sup>(e)</sup> | EUR | 1522 | 1221647 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 06/22/38<sup>(e)</sup> | EUR | 888 | 824965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 06/22/66<sup>(e)</sup> | EUR | 1044 | 912029 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/22/57<sup>(e)</sup> | EUR | 807 | 728105 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 06/22/24<sup>(e)</sup> | EUR | 1908 | 2070072 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/22/39<sup>(e)</sup> | EUR | 890 | 921769 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/22/34<sup>(e)</sup> | EUR | 1660 | 1808568 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/22/45<sup>(a)</sup> | EUR | 1151 | 1370372 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/28/32<sup>(a)</sup> | EUR | 1970 | 2339235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/28/41<sup>(e)</sup> | EUR | 2417 | 3025546 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/28/26<sup>(e)</sup> | EUR | 1270 | 1460760 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/28/35<sup>(e)</sup> | EUR | 660 | 861970 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/28/28 | EUR | 1433 | 1775134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 86, 1.25%, 04/22/33<sup>(e)</sup> | EUR | 690 | 644935 |
| Ministeries Van de Vlaamse Gemeenschap |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/15/35<sup>(a)</sup> | EUR | 400 | 294170 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 10/20/31<sup>(a)</sup> | EUR | 300 | 257462 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/21/46<sup>(a)</sup> | EUR | 300 | 195804 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/13/36<sup>(a)</sup> | EUR | 400 | 326502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/12/32<sup>(a)</sup> | EUR | 300 | 319994 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/12/43<sup>(a)</sup> | EUR | 200 | 211012 |
| Region Wallonne Belgium |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/03/26<sup>(a)</sup> | EUR | 500 | 498029 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/03/34<sup>(a)</sup> | EUR | 500 | 435550 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/22/71<sup>(a)</sup> | EUR | 200 | 115399 |
|  |  |  | 54939982 |
| **Bulgaria — 0.0%** |  |  |  |
| Bulgaria Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/23/30<sup>(a)</sup> | EUR | 400 | 330167 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Bulgaria (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/23/50<sup>(a)</sup> | EUR | 200 | $121874 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/26/27<sup>(a)</sup> | EUR | 100 | 105167 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/03/24<sup>(a)</sup> | EUR | 200 | 216095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/21/28<sup>(a)</sup> | EUR | 100 | 104125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/26/35<sup>(a)</sup> | EUR | 100 | 94739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/23/34<sup>(a)</sup> | EUR | 300 | 326928 |
|  |  |  | 1299095 |
| **Canada — 4.5%** |  |  |  |
| Canada Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 12/01/29 | CAD | 1390 | 1004158 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/32 | CAD | 4290 | 3109126 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/24 | CAD | 11470 | 8493515 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 | CAD | 2610 | 2007261 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/25 | CAD | 800 | 601159 |
| Canada Housing Trust No. 1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 06/15/25<sup>(e)</sup> | CAD | 2100 | 1480488 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/15/31<sup>(e)</sup> | CAD | 900 | 572048 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/15/26<sup>(e)</sup> | CAD | 1300 | 910044 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 03/15/31<sup>(e)</sup> | CAD | 1060 | 690643 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 12/15/26<sup>(e)</sup> | CAD | 400 | 281183 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 12/15/31<sup>(e)</sup> | CAD | 600 | 392590 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/15/30<sup>(e)</sup> | CAD | 970 | 657067 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/15/26<sup>(e)</sup> | CAD | 1160 | 828429 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/15/31<sup>(e)</sup> | CAD | 1100 | 745922 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 12/15/25<sup>(e)</sup> | CAD | 1750 | 1258032 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 12/15/31<sup>(e)</sup> | CAD | 1500 | 1028597 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/15/25<sup>(e)</sup> | CAD | 100 | 72486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 06/15/27<sup>(e)</sup> | CAD | 1500 | 1084514 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/15/28<sup>(e)</sup> | CAD | 350 | 251967 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 12/15/23<sup>(e)</sup> | CAD | 800 | 590998 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/15/25<sup>(e)</sup> | CAD | 910 | 666460 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/15/28<sup>(e)</sup> | CAD | 800 | 584360 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/15/28<sup>(e)</sup> | CAD | 920 | 670016 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/24<sup>(e)</sup> | CAD | 1350 | 996710 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 09/15/23<sup>(e)</sup> | CAD | 1500 | 1117760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 09/15/32<sup>(e)</sup> | CAD | 2790 | 2131161 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 06/15/27<sup>(e)</sup> | CAD | 1000 | 766938 |
| Canadian Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/01/26 | CAD | 8800 | 6021672 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/01/25 | CAD | 10970 | 7637076 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/01/30 | CAD | 4543 | 2845576 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/01/24 | CAD | 1000 | 713675 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/01/26 | CAD | 5020 | 3497494 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/01/27 | CAD | 800 | 553491 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/01/25 | CAD | 5870 | 4200212 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/01/27 | CAD | 3000 | 2097599 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/01/30 | CAD | 5162 | 3462503 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/25 | CAD | 2000 | 1436383 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/01/31 | CAD | 3120 | 2102620 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/01/31 | CAD | 3570 | 2389919 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/01/53 | CAD | 4260 | 2413109 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/28 | CAD | 1930 | 1385849 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/32 | CAD | 3571 | 2484147 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/51 | CAD | 7701 | 4682009 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/25 | CAD | 2500 | 1827120 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/01/24 | CAD | 2300 | 1696111 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/27 | CAD | 2010 | 1492208 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/01/48 | CAD | 480 | 344988 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/01/64 | CAD | 1320 | 937934 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/45 | CAD | 2734 | 2216707 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/41 | CAD | 850 | $724878 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/37 | CAD | 1560 | 1439355 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/33 | CAD | 2790 | 2611346 |
| City of Montreal Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 12/01/41 | CAD | 200 | 113386 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/27 | CAD | 300 | 220021 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/36 | CAD | 250 | 167153 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/23 | CAD | 60 | 44810 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/38 | CAD | 700 | 478465 |
| City of Ottawa Ontario |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/11/51 | CAD | 100 | 53718 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/27/48 | CAD | 100 | 61336 |
| City of Toronto Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 06/07/27 | CAD | 250 | 179779 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/22/49 | CAD | 200 | 114689 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/29/51 | CAD | 250 | 146238 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/28/35 | CAD | 50 | 33505 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/48 | CAD | 100 | 62442 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/20/32 | CAD | 400 | 290505 |
| CPPIB Capital Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/18/41<sup>(a)</sup> | EUR | 290 | 184835 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/14/29<sup>(a)</sup> | GBP | 250 | 254457 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/71<sup>(a)</sup> | GBP | 250 | 136831 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 09/30/29<sup>(a)</sup> | CAD | 500 | 340558 |
| Export Development Canada, 0.25%, 03/07/26<sup>(a)</sup> | EUR | 600 | 600159 |
| Hydro-Quebec |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/28 | CAD | 500 | 348675 |
| &nbsp;&nbsp;&nbsp;2.10%, 02/15/60 | CAD | 800 | 389078 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/55 | CAD | 890 | 676709 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/63 | CAD | 400 | 304915 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/45 | CAD | 600 | 514718 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/50 | CAD | 1120 | 985563 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/31 | CAD | 200 | 176823 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/40 | CAD | 910 | 851162 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/15/35 | CAD | 400 | 376879 |
| Labrador-Island Link Funding Trust, Series A 3.76%, 06/01/33<sup>(e)</sup> | CAD | 300 | 227958 |
| Municipal Finance Authority of British Columbia |  |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 06/03/24 | CAD | 1180 | 861878 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/27 | CAD | 500 | 374135 |
| Muskrat Falls/Labrador Transmission Assets |  |  |  |
| Funding Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/57 | CAD | 200 | 135715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.63%, 06/01/29<sup>(e)</sup> | CAD | 300 | 228828 |
| OMERS Finance Trust, 0.45%, 05/13/25<sup>(a)</sup> | EUR | 250 | 254872 |
| Ontario Electricity Financial Corp., 8.25%, 06/22/26 | CAD | 300 | 258543 |
| Ontario Teachers' Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 05/19/28<sup>(a)</sup> | EUR | 100 | 92199 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/06/25<sup>(a)</sup> | EUR | 470 | 479516 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 05/20/41<sup>(a)</sup> | EUR | 560 | 403138 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/03/32<sup>(a)</sup> | EUR | 200 | 190910 |
| OPB Finance Trust, Series F 2.98%, 01/25/27(Call 10/25/26) | CAD | 400 | 291236 |
| Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/16/26<sup>(a)</sup> | EUR | 200 | 202747 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/31 | CAD | 1300 | 843000 |
| &nbsp;&nbsp;&nbsp;2.05%, 06/01/30 | CAD | 1100 | 748881 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/01/26 | CAD | 300 | 216305 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/01/25 | CAD | 350 | 254858 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/01/27 | CAD | 1080 | 783610 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/28 | CAD | 1050 | 766996 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 09/20/29 | CAD | 300 | $217848 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/52 | CAD | 470 | 292484 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/01/48 | CAD | 1030 | 655498 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/50 | CAD | 1240 | 796077 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/46 | CAD | 1490 | 996678 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/01/43 | CAD | 25 | 17271 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/01/33 | CAD | 200 | 152175 |
| Province of British Columbia Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/08/25<sup>(a)</sup> | EUR | 300 | 307313 |
| &nbsp;&nbsp;&nbsp;1.55%, 06/18/31 | CAD | 500 | 321972 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/18/30 | CAD | 1540 | 1061281 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/18/26 | CAD | 200 | 144713 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/18/27 | CAD | 300 | 217859 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/18/52 | CAD | 450 | 269804 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/18/48 | CAD | 1170 | 715630 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/18/25 | CAD | 550 | 405092 |
| &nbsp;&nbsp;&nbsp;2.95%, 12/18/28 | CAD | 200 | 146609 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/18/50 | CAD | 820 | 514353 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/18/44 | CAD | 400 | 266618 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/18/23 | CAD | 400 | 297408 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/42 | CAD | 1510 | 1182511 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/18/40 | CAD | 170 | 143178 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/18/31 | CAD | 120 | 99657 |
| &nbsp;&nbsp;&nbsp;6.35%, 06/18/31 | CAD | 40 | 36132 |
| Province of Manitoba Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 06/02/31 | CAD | 600 | 400716 |
| &nbsp;&nbsp;&nbsp;2.05%, 09/05/52 | CAD | 870 | 429537 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/02/25 | CAD | 50 | 36474 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/02/26 | CAD | 200 | 145771 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/02/27 | CAD | 200 | 145284 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/02/29 | CAD | 300 | 216168 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/05/46 | CAD | 590 | 358926 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/02/28 | CAD | 300 | 220812 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/05/50 | CAD | 230 | 148256 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/05/29 | CAD | 600 | 444101 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/05/48 | CAD | 690 | 461020 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/05/41 | CAD | 400 | 300240 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/05/38 | CAD | 70 | 55779 |
| Province of New Brunswick Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 08/14/25 | CAD | 500 | 358419 |
| &nbsp;&nbsp;&nbsp;2.35%, 08/14/27 | CAD | 570 | 408812 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/14/26 | CAD | 200 | 145855 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/02/23 | CAD | 50 | 37368 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/14/50 | CAD | 400 | 250615 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/14/28 | CAD | 200 | 147617 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/14/48 | CAD | 300 | 190112 |
| &nbsp;&nbsp;&nbsp;3.55%, 06/03/43 | CAD | 210 | 145774 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/14/45 | CAD | 200 | 143404 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/26/37 | CAD | 60 | 47639 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/26/35 | CAD | 400 | 322110 |
| Province of Newfoundland and Labrador Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 06/02/31 | CAD | 300 | 198329 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/17/50 | CAD | 400 | 220252 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/02/28 | CAD | 500 | 363335 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/02/29 | CAD | 870 | 626533 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/02/26 | CAD | 130 | 95923 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/17/46 | CAD | 250 | 158602 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/17/48 | CAD | 320 | 216880 |
| Province of Nova Scotia, 2.00%, 09/01/30 | CAD | 500 | 337312 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| Province of Nova Scotia Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/01/27 | CAD | 600 | $427046 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/51 | CAD | 560 | 357903 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/02/62 | CAD | 30 | 20326 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/42 | CAD | 220 | 172104 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/01/41 | CAD | 200 | 162216 |
| Province of Ontario Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/30<sup>(a)(c)</sup> | EUR | 300 | 256128 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/15/26<sup>(a)</sup> | GBP | 320 | 339840 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/14/24<sup>(a)</sup> | EUR | 200 | 209022 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/08/27<sup>(a)</sup> | EUR | 200 | 194580 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/17/25<sup>(a)</sup> | EUR | 400 | 411125 |
| &nbsp;&nbsp;&nbsp;1.05%, 09/08/27 | CAD | 300 | 203169 |
| &nbsp;&nbsp;&nbsp;1.35%, 09/08/26 | CAD | 300 | 209665 |
| &nbsp;&nbsp;&nbsp;1.35%, 12/02/30 | CAD | 1500 | 959840 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/08/25 | CAD | 1300 | 929937 |
| &nbsp;&nbsp;&nbsp;1.85%, 02/01/27 | CAD | 500 | 353970 |
| &nbsp;&nbsp;&nbsp;1.90%, 12/02/51 | CAD | 2020 | 987766 |
| &nbsp;&nbsp;&nbsp;2.05%, 06/02/30 | CAD | 1550 | 1055335 |
| &nbsp;&nbsp;&nbsp;2.15%, 06/02/31 | CAD | 900 | 607722 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/02/31 | CAD | 1000 | 675653 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/08/24 | CAD | 300 | 219144 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/02/26 | CAD | 2860 | 2075072 |
| &nbsp;&nbsp;&nbsp;2.55%, 12/02/52 | CAD | 1500 | 854771 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/02/25 | CAD | 2050 | 1501058 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/02/27 | CAD | 1360 | 988781 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/05/25 | CAD | 1000 | 733223 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/02/50 | CAD | 2000 | 1172237 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/02/29 | CAD | 960 | 690546 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/02/48 | CAD | 1640 | 999777 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/02/23 | CAD | 550 | 411098 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/02/28 | CAD | 1000 | 733103 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/02/46 | CAD | 1600 | 998853 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/45 | CAD | 2340 | 1612877 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/02/24 | CAD | 970 | 721637 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/02/43 | CAD | 1620 | 1131242 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/02/32 | CAD | 1750 | 1327819 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/02/53 | CAD | 1330 | 969899 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/02/39 | CAD | 2590 | 2086755 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/02/41 | CAD | 2250 | 1831572 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/02/37 | CAD | 1703 | 1384965 |
| &nbsp;&nbsp;&nbsp;5.60%, 06/02/35 | CAD | 500 | 439991 |
| &nbsp;&nbsp;&nbsp;5.85%, 03/08/33 | CAD | 290 | 256790 |
| &nbsp;&nbsp;&nbsp;6.20%, 06/02/31 | CAD | 580 | 518310 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/08/29 | CAD | 50 | 43799 |
| Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 04/07/25<sup>(a)</sup> | EUR | 500 | 509759 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/05/31<sup>(a)</sup> | EUR | 550 | 472433 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/25/32<sup>(a)</sup> | EUR | 600 | 515570 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/15/25<sup>(a)</sup> | EUR | 100 | 103924 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/04/27<sup>(a)</sup> | EUR | 550 | 545745 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/05/28<sup>(a)</sup> | EUR | 150 | 145047 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/28/25<sup>(a)</sup> | EUR | 300 | 309342 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/15/23<sup>(a)</sup> | GBP | 200 | 241227 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/01/30 | CAD | 3540 | 2378083 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/22/24 | CAD | 400 | 294170 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/01/29 | CAD | 2010 | 1409077 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/23 | CAD | 600 | 450297 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/26 | CAD | 1800 | 1311292 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/06/25 | CAD | 300 | 219888 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/25 | CAD | 250 | $183563 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/27 | CAD | 500 | 365822 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/28 | CAD | 590 | 428846 |
| &nbsp;&nbsp;&nbsp;2.85%, 12/01/53 | CAD | 1620 | 988352 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/23 | CAD | 50 | 37251 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/01/51 | CAD | 1890 | 1217751 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/32 | CAD | 500 | 364860 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/45 | CAD | 2580 | 1794957 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/48 | CAD | 1280 | 887943 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/24 | CAD | 100 | 74737 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/43 | CAD | 600 | 466751 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/38 | CAD | 950 | 800283 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/41 | CAD | 1500 | 1277889 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/01/36 | CAD | 1520 | 1366875 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/32 | CAD | 110 | 99558 |
| Province of Saskatchewan, 2.15%, 06/02/31 | CAD | 500 | 337274 |
| Province of Saskatchewan Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 06/02/30 | CAD | 400 | 275047 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/02/27 | CAD | 450 | 327711 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/02/46 | CAD | 300 | 181121 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/02/52 | CAD | 320 | 191803 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/02/28 | CAD | 700 | 515150 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/02/50 | CAD | 400 | 256264 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/03/24 | CAD | 20 | 14822 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/02/48 | CAD | 200 | 133121 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/03/42 | CAD | 100 | 68856 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/05/54 | CAD | 400 | 289426 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/02/45 | CAD | 150 | 110312 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/40 | CAD | 100 | 81870 |
| PSP Capital Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/15/28<sup>(a)</sup> | CAD | 450 | 307054 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/05/25<sup>(a)</sup> | CAD | 200 | 147374 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/29 | CAD | 500 | 380114 |
| Regional Municipality of Peel Ontario, 3.85%, 10/30/42 | CAD | 100 | 70608 |
| Regional Municipality of York, 2.60%, 12/15/25 | CAD | 50 | 36421 |
| South Coast British Columbia Transportation |  |  |  |
| &nbsp;&nbsp;&nbsp;Authority, 3.25%, 11/23/28 | CAD | 250 | 185572 |
|  |  |  | 182374361 |
| **Chile — 0.1%** |  |  |  |
| Bonos de la Tesoreria de la Republica en pesos |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/26 | CLP | 780000 | 956784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 09/01/30<sup>(e)</sup> | CLP | 350000 | 426565 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/28<sup>(e)</sup> | CLP | 600000 | 746470 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/35 | CLP | 600000 | 745053 |
| &nbsp;&nbsp;&nbsp;5.10%, 07/15/50 | CLP | 250000 | 301794 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/01/43 | CLP | 315000 | 418342 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/01/34<sup>(e)</sup> | CLP | 400000 | 572964 |
| Chile Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.10%, 01/26/27 (Call 12/26/26) | EUR | 200 | 188460 |
| &nbsp;&nbsp;&nbsp;0.56%, 01/21/29 (Call 11/21/28) | EUR | 200 | 181015 |
| &nbsp;&nbsp;&nbsp;0.83%, 07/02/31 (Call 04/02/31) | EUR | 100 | 86126 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/29/40 (Call 10/31/39) | EUR | 300 | 218436 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/22/51 (Call 07/31/50) | EUR | 200 | 119139 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/30/25 | EUR | 300 | 313937 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/20/26 | EUR | 300 | 309231 |
|  |  |  | 5584316 |
| **China — 17.4%** |  |  |  |
| Agricultural Development Bank of China |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/22/25 | CNY | 25000 | 3664375 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **China (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.87%, 05/14/27 | CNY | 5000 | $738262 |
| &nbsp;&nbsp;&nbsp;2.96%, 04/17/30 | CNY | 30500 | 4488864 |
| &nbsp;&nbsp;&nbsp;2.99%, 08/11/26 | CNY | 62000 | 9214734 |
| &nbsp;&nbsp;&nbsp;3.06%, 06/06/32 | CNY | 53530 | 7890129 |
| &nbsp;&nbsp;&nbsp;3.24%, 08/14/24 | CNY | 11000 | 1644363 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/05/31 | CNY | 3000 | 450745 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/26 | CNY | 40000 | 6014844 |
| &nbsp;&nbsp;&nbsp;3.48%, 02/04/28 | CNY | 15000 | 2278077 |
| &nbsp;&nbsp;&nbsp;3.51%, 04/03/24 | CNY | 32500 | 4867966 |
| &nbsp;&nbsp;&nbsp;3.52%, 05/24/31 | CNY | 30000 | 4577198 |
| &nbsp;&nbsp;&nbsp;3.63%, 07/19/26 | CNY | 77800 | 11804340 |
| &nbsp;&nbsp;&nbsp;3.74%, 07/12/29 | CNY | 44500 | 6857542 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/25/29 | CNY | 32650 | 5022348 |
| &nbsp;&nbsp;&nbsp;3.79%, 10/26/30 | CNY | 18000 | 2798425 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/06/27 | CNY | 56100 | 8597470 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/31 | CNY | 13000 | 2043422 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/12/25 | CNY | 46000 | 7031714 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/11/28 | CNY | 24000 | 3837293 |
| &nbsp;&nbsp;&nbsp;4.98%, 01/12/25 | CNY | 20000 | 3089737 |
| China Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;2.73%, 11/11/24 | CNY | 30000 | 4451861 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/17/32 | CNY | 95000 | 13976786 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/25/26 | CNY | 57000 | 8486879 |
| &nbsp;&nbsp;&nbsp;3.09%, 06/18/30 | CNY | 29450 | 4375038 |
| &nbsp;&nbsp;&nbsp;3.12%, 09/13/31 | CNY | 39000 | 5788111 |
| &nbsp;&nbsp;&nbsp;3.23%, 01/10/25 | CNY | 165000 | 24706961 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/03/26 | CNY | 10000 | 1502927 |
| &nbsp;&nbsp;&nbsp;3.41%, 06/07/31 | CNY | 10000 | 1515047 |
| &nbsp;&nbsp;&nbsp;3.45%, 09/20/29 | CNY | 17000 | 2579807 |
| &nbsp;&nbsp;&nbsp;3.48%, 01/08/29 | CNY | 225500 | 34243081 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/13/26 | CNY | 8200 | 1239196 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/21/29 | CNY | 114500 | 17564874 |
| &nbsp;&nbsp;&nbsp;3.66%, 03/01/31 | CNY | 8500 | 1311062 |
| &nbsp;&nbsp;&nbsp;3.68%, 02/26/26 | CNY | 63000 | 9562887 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/20/30 | CNY | 45050 | 6960633 |
| &nbsp;&nbsp;&nbsp;3.74%, 09/10/25 | CNY | 20000 | 3034772 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/25/36 | CNY | 67000 | 10533961 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/26/25 | CNY | 38000 | 5831303 |
| &nbsp;&nbsp;&nbsp;4.21%, 04/13/25 | CNY | 23000 | 3512487 |
| &nbsp;&nbsp;&nbsp;4.73%, 04/02/25 | CNY | 37500 | 5785765 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/09/28 | CNY | 34900 | 5624019 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/24/28 | CNY | 10000 | 1646971 |
| China Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.99%, 09/15/24 | CNY | 45000 | 6626511 |
| &nbsp;&nbsp;&nbsp;1.99%, 04/09/25 | CNY | 347100 | 50880295 |
| &nbsp;&nbsp;&nbsp;2.18%, 06/25/24 | CNY | 119660 | 17688631 |
| &nbsp;&nbsp;&nbsp;2.18%, 08/25/25 | CNY | 35000 | 5139553 |
| &nbsp;&nbsp;&nbsp;2.26%, 02/24/25 | CNY | 49000 | 7226049 |
| &nbsp;&nbsp;&nbsp;2.28%, 03/17/24 | CNY | 30000 | 4441915 |
| &nbsp;&nbsp;&nbsp;2.37%, 01/20/27 | CNY | 135000 | 19764649 |
| &nbsp;&nbsp;&nbsp;2.48%, 04/15/27 | CNY | 107000 | 15705854 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/25/27 | CNY | 95000 | 13938123 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/01/32 | CNY | 41960 | 6045402 |
| &nbsp;&nbsp;&nbsp;2.68%, 05/21/30 | CNY | 226060 | 33037724 |
| &nbsp;&nbsp;&nbsp;2.69%, 08/12/26 | CNY | 30000 | 4452660 |
| &nbsp;&nbsp;&nbsp;2.69%, 08/15/32 | CNY | 9000 | 1306521 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/03/26 | CNY | 5000 | 742191 |
| &nbsp;&nbsp;&nbsp;2.74%, 08/04/26 | CNY | 33000 | 4914775 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/15/29 | CNY | 85000 | 12520138 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/17/32 | CNY | 59520 | 8691200 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **China (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 11/15/32 | CNY | 20320 | $2982645 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/04/27 | CNY | 86000 | 12818766 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/26 | CNY | 133000 | 19906451 |
| &nbsp;&nbsp;&nbsp;3.02%, 05/27/31 | CNY | 68000 | 10192527 |
| &nbsp;&nbsp;&nbsp;3.12%, 12/05/26 | CNY | 36050 | 5440672 |
| &nbsp;&nbsp;&nbsp;3.12%, 10/25/52 | CNY | 19900 | 2857204 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/22/28 | CNY | 46000 | 7013946 |
| &nbsp;&nbsp;&nbsp;3.39%, 03/16/50 | CNY | 128800 | 19321859 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/72 | CNY | 50300 | 7533592 |
| &nbsp;&nbsp;&nbsp;3.52%, 04/25/46 | CNY | 8000 | 1223511 |
| &nbsp;&nbsp;&nbsp;3.54%, 08/16/28 | CNY | 4000 | 618871 |
| &nbsp;&nbsp;&nbsp;3.72%, 04/12/51 | CNY | 68890 | 10951624 |
| &nbsp;&nbsp;&nbsp;3.73%, 05/25/70 | CNY | 11520 | 1861627 |
| &nbsp;&nbsp;&nbsp;3.74%, 09/22/35 | CNY | 18250 | 2901169 |
| &nbsp;&nbsp;&nbsp;3.81%, 09/14/50 | CNY | 69500 | 11209979 |
| &nbsp;&nbsp;&nbsp;3.86%, 07/22/49 | CNY | 14000 | 2271614 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/23/48 | CNY | 30600 | 5054268 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/24/69 | CNY | 26000 | 4440734 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/24/47 | CNY | 18400 | 3081185 |
| &nbsp;&nbsp;&nbsp;4.08%, 10/22/48 | CNY | 42800 | 7193392 |
| &nbsp;&nbsp;&nbsp;4.09%, 04/27/35 | CNY | 19850 | 3282046 |
| &nbsp;&nbsp;&nbsp;4.22%, 03/19/48 | CNY | 4000 | 686689 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/23/41 | CNY | 10850 | 1917094 |
| China Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 11/12/26 (Call 08/12/26)<sup>(a)</sup> | EUR | 800 | 774382 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/12/31 (Call 08/12/31)<sup>(a)</sup> | EUR | 300 | 262902 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/17/33<sup>(a)</sup> | EUR | 400 | 331977 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/12/39 (Call 08/12/39)<sup>(a)</sup> | EUR | 200 | 158724 |
| Export-Import Bank of China (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/28/23<sup>(a)</sup> | EUR | 100 | 107831 |
| &nbsp;&nbsp;&nbsp;2.82%, 06/17/27 | CNY | 3000 | 442171 |
| &nbsp;&nbsp;&nbsp;2.93%, 03/02/25 | CNY | 68100 | 10131323 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/11/32 | CNY | 56250 | 8383035 |
| &nbsp;&nbsp;&nbsp;3.22%, 05/14/26 | CNY | 39000 | 5844445 |
| &nbsp;&nbsp;&nbsp;3.23%, 03/23/30 | CNY | 21500 | 3220633 |
| &nbsp;&nbsp;&nbsp;3.26%, 02/24/27 | CNY | 15000 | 2249817 |
| &nbsp;&nbsp;&nbsp;3.28%, 02/11/24 | CNY | 82700 | 12341693 |
| &nbsp;&nbsp;&nbsp;3.33%, 02/22/26 | CNY | 20000 | 3004432 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/16/31 | CNY | 22000 | 3324476 |
| &nbsp;&nbsp;&nbsp;3.43%, 10/23/25 | CNY | 28000 | 4215281 |
| &nbsp;&nbsp;&nbsp;3.74%, 11/16/30 | CNY | 26000 | 4031434 |
| &nbsp;&nbsp;&nbsp;3.86%, 05/20/29 | CNY | 60200 | 9339132 |
| &nbsp;&nbsp;&nbsp;3.87%, 09/14/25 | CNY | 11000 | 1672918 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/12/36 | CNY | 2700 | 425742 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/20/27 | CNY | 7000 | 1084350 |
| &nbsp;&nbsp;&nbsp;4.89%, 03/26/28 | CNY | 21800 | 3518837 |
| Italy Buoni Poliennali Del Tesoro, 1.75%, 07/01/24<sup>(a)</sup> | EUR | 4416 | 4712232 |
|  |  |  | 708607699 |
| **Colombia — 0.2%** |  |  |  |
| Colombian TES |  |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.75%, 11/03/27 | COP | 5148700 | 863002 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 04/28/28 | COP | 3890900 | 645250 |
| &nbsp;&nbsp;&nbsp;Series B, 6.25%, 11/26/25 | COP | 6268700 | 1168250 |
| &nbsp;&nbsp;&nbsp;Series B, 6.25%, 07/09/36 | COP | 3000000 | 393500 |
| &nbsp;&nbsp;&nbsp;Series B, 7.00%, 03/26/31 | COP | 5000000 | 791215 |
| &nbsp;&nbsp;&nbsp;Series B, 7.00%, 06/30/32 | COP | 8989600 | 1371327 |
| &nbsp;&nbsp;&nbsp;Series B, 7.25%, 10/18/34 | COP | 4501400 | 672479 |
| &nbsp;&nbsp;&nbsp;Series B, 7.75%, 09/18/30 | COP | 2864600 | 481648 |
|  |  |  | 6386671 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Croatia — 0.0%** |  |  |  |
| Croatia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/19/29<sup>(a)</sup> | EUR | 150 | $140552 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/04/33<sup>(a)</sup> | EUR | 200 | 171426 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/17/31<sup>(a)</sup> | EUR | 200 | 184335 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/04/41<sup>(a)</sup> | EUR | 180 | 141384 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/15/28<sup>(a)</sup> | EUR | 300 | 315953 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/27/30<sup>(a)</sup> | EUR | 250 | 257519 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/22/32<sup>(a)</sup> | EUR | 100 | 102051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/20/27<sup>(a)</sup> | EUR | 200 | 216197 |
|  |  |  | 1529417 |
| **Cyprus — 0.0%** |  |  |  |
| Cyprus Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/21/40<sup>(a)</sup> | EUR | 472 | 342159 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/25/28<sup>(a)</sup> | EUR | 400 | 409638 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/04/25<sup>(a)</sup> | EUR | 300 | 334964 |
|  |  |  | 1086761 |
| **Czech Republic — 0.3%** |  |  |  |
| Czech Republic Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.05%, 11/29/29 | CZK | 19280 | 643476 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 05/15/30<sup>(a)</sup> | CZK | 16960 | 599305 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/26/26<sup>(a)</sup> | CZK | 39570 | 1588231 |
| &nbsp;&nbsp;&nbsp;1.20%, 03/13/31 | CZK | 27110 | 952416 |
| &nbsp;&nbsp;&nbsp;1.25%, 02/14/25 | CZK | 37500 | 1574280 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/24/40 | CZK | 9290 | 264811 |
| &nbsp;&nbsp;&nbsp;1.75%, 06/23/32 | CZK | 17000 | 610668 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/13/33 | CZK | 34920 | 1245378 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/25/28<sup>(a)</sup> | CZK | 34610 | 1406763 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/23/29 | CZK | 31910 | 1295968 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/04/36<sup>(a)</sup> | CZK | 15940 | 698422 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 05/25/24<sup>(a)</sup> | CZK | 11440 | 522828 |
|  |  |  | 11402546 |
| **Denmark — 0.3%** |  |  |  |
| Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/24<sup>(c)</sup> | DKK | 5000 | 695603 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/31<sup>(c)</sup> | DKK | 11560 | 1364406 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/15/52 | DKK | 9395 | 773258 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/27 | DKK | 20594 | 2741202 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/29 | DKK | 10828 | 1389219 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/25 | DKK | 12500 | 1783251 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/39 | DKK | 13774 | 2546705 |
| &nbsp;&nbsp;&nbsp;7.00%, 11/10/24 | DKK | 2000 | 313557 |
| Kommunekredit |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/04/34<sup>(a)(c)</sup> | EUR | 300 | 233706 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/24/25<sup>(a)</sup> | EUR | 300 | 309714 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/11/26<sup>(a)</sup> | EUR | 400 | 403028 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/18/27<sup>(a)</sup> | EUR | 120 | 119167 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/03/36<sup>(a)</sup> | EUR | 300 | 245897 |
|  |  |  | 12918713 |
| **Finland — 0.4%** |  |  |  |
| Finland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/15/24<sup>(c)(e)</sup> | EUR | 1000 | 1042632 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/15/31<sup>(e)</sup> | EUR | 1152 | 1001354 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/15/36<sup>(e)</sup> | EUR | 640 | 484511 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/15/52<sup>(e)</sup> | EUR | 872 | 468698 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/15/40<sup>(e)</sup> | EUR | 783 | 539319 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/15/26<sup>(e)</sup> | EUR | 1445 | 1474760 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/15/27<sup>(e)</sup> | EUR | 3006 | 2972680 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/15/28<sup>(e)</sup> | EUR | 506 | 488014 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/15/29<sup>(e)</sup> | EUR | 1083 | 1021581 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Finland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/15/43<sup>(e)</sup> | EUR | 810 | $562707 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/15/31<sup>(e)</sup> | EUR | 1390 | 1289938 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/15/34<sup>(e)</sup> | EUR | 896 | 809807 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/15/47<sup>(e)</sup> | EUR | 707 | 587076 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/15/24<sup>(e)</sup> | EUR | 868 | 936635 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 07/04/42<sup>(e)</sup> | EUR | 733 | 767747 |
| Finnvera OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/09/29<sup>(a)</sup> | EUR | 300 | 280351 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/13/26<sup>(a)</sup> | EUR | 200 | 200905 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/07/28<sup>(a)</sup> | EUR | 200 | 194104 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/17/32<sup>(a)</sup> | EUR | 100 | 93064 |
| Kuntarahoitus OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/02/31<sup>(a)(c)</sup> | EUR | 400 | 345988 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/10/35<sup>(a)</sup> | EUR | 150 | 113344 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/07/24<sup>(a)</sup> | EUR | 600 | 631626 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/26/26<sup>(a)</sup> | EUR | 300 | 299789 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/07/27<sup>(a)</sup> | EUR | 150 | 148329 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/23/33<sup>(a)</sup> | EUR | 200 | 186005 |
|  |  |  | 16940964 |
| **France — 6.2%** |  |  |  |
| Action Logement Services |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/30/34<sup>(a)</sup> | EUR | 200 | 157887 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/19/41<sup>(a)</sup> | EUR | 300 | 204359 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/28/37<sup>(a)</sup> | EUR | 200 | 207083 |
| Agence Francaise de Developpement EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/25/25<sup>(a)(c)</sup> | EUR | 200 | 203454 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/21/26<sup>(a)</sup> | EUR | 700 | 692089 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/29/29<sup>(a)</sup> | EUR | 1100 | 1002805 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/30/24<sup>(a)</sup> | EUR | 300 | 315415 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/30<sup>(a)</sup> | EUR | 400 | 363160 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/31/28<sup>(a)</sup> | EUR | 200 | 197270 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/05/32<sup>(a)</sup> | EUR | 1200 | 1120008 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/31/34<sup>(a)</sup> | EUR | 300 | 271659 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/25/32<sup>(a)</sup> | EUR | 500 | 477226 |
| Agence France Locale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/20/27<sup>(a)(c)</sup> | EUR | 300 | 283811 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 03/20/29<sup>(a)</sup> | EUR | 500 | 457071 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/20/24<sup>(a)</sup> | EUR | 100 | 104859 |
| Bpifrance SACA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 09/26/29<sup>(a)</sup> | EUR | 300 | 268535 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 11/25/28<sup>(a)</sup> | EUR | 1200 | 1107576 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/29/30<sup>(a)</sup> | EUR | 200 | 179245 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/25/26<sup>(a)</sup> | EUR | 600 | 604458 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/25/24<sup>(a)</sup> | EUR | 100 | 104288 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/26/28<sup>(a)</sup> | EUR | 500 | 483505 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/25/27<sup>(a)</sup> | EUR | 1000 | 1001700 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 05/25/30<sup>(a)</sup> | EUR | 300 | 302829 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/25/24<sup>(a)</sup> | EUR | 100 | 107915 |
| Caisse d'Amortissement de la Dette Sociale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/28<sup>(a)(c)</sup> | EUR | 1800 | 1688270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/25/29<sup>(a)(c)</sup> | EUR | 1400 | 1267576 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/25/31<sup>(a)(c)</sup> | EUR | 1000 | 853685 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/15/31<sup>(a)</sup> | EUR | 1000 | 856555 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/19/32<sup>(a)</sup> | EUR | 800 | 695472 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 11/25/29<sup>(a)</sup> | EUR | 400 | 372932 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/25/24<sup>(a)</sup> | EUR | 1250 | 1317191 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/25/27<sup>(a)</sup> | EUR | 800 | 866894 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/25<sup>(a)</sup> | EUR | 540 | 602336 |
| Caisse de Refinancement de l'Habitat SA, 2.38%, 03/05/24<sup>(a)</sup> | CHF | 150 | 165264 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **France (continued)** |  |  |  |
| Caisse des Depots et Consignations, 0.00%, 06/19/24<sup>(a)(c)</sup> | EUR | 300 | $312460 |
| Caisse Francaise de Financement Local |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/07/25<sup>(a)(c)</sup> | EUR | 400 | 404863 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/24/30<sup>(a)(c)</sup> | EUR | 500 | 433936 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/18/31<sup>(a)(c)</sup> | EUR | 400 | 339047 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 11/13/29<sup>(a)</sup> | EUR | 200 | 178156 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/11/24<sup>(a)</sup> | EUR | 300 | 314404 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/20/32<sup>(a)</sup> | EUR | 300 | 256477 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/13/40<sup>(a)</sup> | EUR | 100 | 68405 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/19/26<sup>(a)</sup> | EUR | 100 | 100665 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/19/27<sup>(a)</sup> | EUR | 800 | 784253 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/13/26<sup>(a)</sup> | EUR | 300 | 301143 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/20/42<sup>(a)</sup> | EUR | 600 | 417263 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/11/27<sup>(a)</sup> | EUR | 100 | 99259 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/27/27<sup>(a)</sup> | EUR | 200 | 195702 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/01/31<sup>(a)</sup> | EUR | 300 | 276160 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/11/32<sup>(a)</sup> | EUR | 200 | 184513 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/16/34<sup>(a)</sup> | EUR | 400 | 364291 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/28/38<sup>(a)</sup> | EUR | 200 | 172057 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 07/08/24<sup>(a)</sup> | EUR | 300 | 335241 |
| French Republic Government Bond OAT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/24<sup>(a)(c)</sup> | EUR | 3880 | 4099698 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/25<sup>(a)(c)</sup> | EUR | 7020 | 7214794 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/25/25<sup>(a)(c)</sup> | EUR | 5435 | 5574409 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/26<sup>(a)(c)</sup> | EUR | 6924 | 6951129 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/25/27<sup>(a)(c)</sup> | EUR | 5500 | 5391977 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/29<sup>(a)(c)</sup> | EUR | 2096 | 1916062 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/30<sup>(a)(c)</sup> | EUR | 6540 | 5811684 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/31<sup>(a)(c)</sup> | EUR | 5110 | 4406550 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/25/32<sup>(a)(c)</sup> | EUR | 8840 | 7490160 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/25/26<sup>(a)</sup> | EUR | 4514 | 4496844 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/25<sup>(a)</sup> | EUR | 5342 | 5525832 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/26<sup>(a)</sup> | EUR | 6697 | 6800997 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/29<sup>(a)</sup> | EUR | 9279 | 8879064 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/40<sup>(e)</sup> | EUR | 2630 | 1891336 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/25/44 | EUR | 3601 | 2386010 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/25/72<sup>(e)</sup> | EUR | 1290 | 573213 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/25/28<sup>(a)</sup> | EUR | 3533 | 3507589 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/25/28<sup>(a)</sup> | EUR | 8349 | 8259087 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/25/28<sup>(a)</sup> | EUR | 6019 | 5905692 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/25/52<sup>(a)</sup> | EUR | 4640 | 2875093 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/25/53<sup>(e)</sup> | EUR | 3528 | 2134169 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/25/25<sup>(a)</sup> | EUR | 11150 | 11597098 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/25/27<sup>(a)</sup> | EUR | 6641 | 6761527 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/25/34<sup>(a)</sup> | EUR | 6700 | 6148346 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/25/36<sup>(e)</sup> | EUR | 8140 | 7199521 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/25/38<sup>(a)</sup> | EUR | 3250 | 2770801 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/25/31<sup>(a)</sup> | EUR | 6040 | 6034576 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/25/50<sup>(e)</sup> | EUR | 4452 | 3487457 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/25/24<sup>(a)</sup> | EUR | 5165 | 5519225 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/25/39<sup>(e)</sup> | EUR | 4673 | 4287378 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/25/66<sup>(e)</sup> | EUR | 2605 | 2048065 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/25/32<sup>(a)</sup> | EUR | 5510 | 5609282 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/25/48<sup>(e)</sup> | EUR | 4045 | 3603418 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/25/24<sup>(a)</sup> | EUR | 4714 | 5094795 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/25/30<sup>(a)</sup> | EUR | 4724 | 5110841 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/25/43 | EUR | 1520 | 1511678 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/25/27<sup>(a)</sup> | EUR | 5025 | 5507125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/25/45<sup>(a)</sup> | EUR | 3278 | 3679249 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **France (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/25/26<sup>(a)</sup> | EUR | 1701 | $1900004 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/25/38<sup>(a)</sup> | EUR | 2775 | 3374398 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/25/55<sup>(e)</sup> | EUR | 2701 | 3500210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/25/60<sup>(a)</sup> | EUR | 2269 | 2997883 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/25/41<sup>(a)</sup> | EUR | 3668 | 4782768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/25/35<sup>(a)</sup> | EUR | 2229 | 2868507 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/25/29<sup>(a)</sup> | EUR | 2118 | 2683023 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/25/32<sup>(a)</sup> | EUR | 2318 | 3166423 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/25/25<sup>(a)</sup> | EUR | 504 | 595692 |
| Gestion Securite de Stocks Securite SA, 0.63%, 10/20/28<sup>(a)</sup> | EUR | 200 | 189966 |
| Ile de France, 0.00%, 04/20/28<sup>(a)(c)</sup> | EUR | 300 | 279712 |
| Regie Autonome des Transports Parisiens, 1.88%, 05/25/32<sup>(a)</sup> | EUR | 100 | 97121 |
| Region of Ile de France |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/14/25<sup>(a)</sup> | EUR | 400 | 409503 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/30/31 | EUR | 600 | 644652 |
| SFIL SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/24/24<sup>(a)(c)</sup> | EUR | 400 | 417314 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/01/31<sup>(a)</sup> | EUR | 300 | 255584 |
| SNCF Reseau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/29/25<sup>(a)</sup> | EUR | 300 | 322851 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/11/52<sup>(a)</sup> | GBP | 200 | 255091 |
| Societe Du Grand Paris EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/30<sup>(a)(c)</sup> | EUR | 300 | 258124 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 11/25/31<sup>(a)</sup> | EUR | 400 | 341557 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 10/15/60<sup>(a)</sup> | EUR | 400 | 178762 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/26/51<sup>(a)</sup> | EUR | 200 | 118880 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/18/70<sup>(a)</sup> | EUR | 400 | 191334 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/25/34<sup>(a)</sup> | EUR | 600 | 519086 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/08/42<sup>(a)</sup> | EUR | 600 | 479551 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 05/25/50<sup>(a)</sup> | EUR | 300 | 225617 |
| Societe Nationale SNCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/17/30<sup>(a)</sup> | EUR | 500 | 456946 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/28/51<sup>(a)</sup> | EUR | 400 | 219991 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/25/40<sup>(a)</sup> | EUR | 100 | 72298 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/19/61<sup>(a)</sup> | EUR | 400 | 192956 |
| Unedic Asseo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/25/31<sup>(a)(c)</sup> | EUR | 1200 | 1027840 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 11/25/26<sup>(a)</sup> | EUR | 600 | 585972 |
| &nbsp;&nbsp;&nbsp;0.13%, 11/25/24 | EUR | 200 | 205941 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/25/29<sup>(a)</sup> | EUR | 1400 | 1277408 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/16/35<sup>(a)</sup> | EUR | 1100 | 836735 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/20/29<sup>(a)</sup> | EUR | 500 | 472041 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/17/25<sup>(a)</sup> | EUR | 700 | 724591 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/03/26<sup>(a)</sup> | EUR | 600 | 607263 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/25/28<sup>(a)</sup> | EUR | 100 | 97895 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/21/27<sup>(a)</sup> | EUR | 300 | 302451 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/25/33<sup>(a)</sup> | EUR | 200 | 182887 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/20/32<sup>(a)</sup> | EUR | 300 | 288188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/25/32<sup>(a)</sup> | EUR | 500 | 486772 |
| Ville de Paris, 1.38%, 11/20/34<sup>(a)</sup> | EUR | 100 | 88383 |
|  |  |  | 251684619 |
| **Georgia — 0.1%** |  |  |  |
| Land Berlin, 0.63%, 02/05/29<sup>(a)</sup> | EUR | 500 | 478808 |
| State of Brandenburg, 2.50%, 01/25/29 | EUR | 400 | 427272 |
| State of Hesse, 2.63%, 09/10/27 | EUR | 500 | 539150 |
| State of Rhineland-Palatinate, 0.00%, 01/21/31<sup>(c)</sup> | EUR | 800 | 697316 |
| State of Saxony-Anhalt, 0.75%, 01/29/29 | EUR | 200 | 193184 |
|  |  |  | 2335730 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Germany — 5.3%** |  |  |  |
| Bundesobligation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/18/24<sup>(a)(c)</sup> | EUR | 5380 | $5595203 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/11/25<sup>(a)(c)</sup> | EUR | 4410 | 4537836 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/10/25<sup>(a)(c)</sup> | EUR | 4302 | 4381620 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/10/26<sup>(a)(c)</sup> | EUR | 2904 | 2929111 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/09/26<sup>(a)(c)</sup> | EUR | 1806 | 1801904 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/16/27<sup>(a)(c)</sup> | EUR | 1500 | 1480340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 0.00%, 10/10/25<sup>(a)(c)</sup> | EUR | 6012 | 6139477 |
| Bundesrepublik Deutschland Bundesanleihe |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/26<sup>(a)(c)</sup> | EUR | 6365 | 6377206 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/27<sup>(a)(c)</sup> | EUR | 1780 | 1737764 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/28<sup>(a)(c)</sup> | EUR | 2244 | 2146695 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/29<sup>(a)(c)</sup> | EUR | 2700 | 2542679 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/15/30<sup>(a)(c)</sup> | EUR | 5150 | 4803959 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/30<sup>(a)(c)</sup> | EUR | 1760 | 1624502 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/15/31<sup>(a)(c)</sup> | EUR | 3180 | 2901783 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/31<sup>(a)(c)</sup> | EUR | 3191 | 2880391 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/15/32<sup>(a)(c)</sup> | EUR | 4910 | 4374522 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/15/35<sup>(a)(c)</sup> | EUR | 3700 | 3026375 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/15/36<sup>(a)(c)</sup> | EUR | 4460 | 3559472 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/50<sup>(a)(c)</sup> | EUR | 4690 | 2838415 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/52<sup>(a)(c)</sup> | EUR | 1800 | 1046750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/15/27<sup>(a)</sup> | EUR | 4366 | 4376271 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/15/28<sup>(a)</sup> | EUR | 3068 | 2993368 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/15/29<sup>(a)</sup> | EUR | 5881 | 5687429 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/15/25<sup>(a)</sup> | EUR | 9379 | 9785571 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/15/26<sup>(a)</sup> | EUR | 5560 | 5712710 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/15/27<sup>(a)</sup> | EUR | 10574 | 10627270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/15/28<sup>(a)</sup> | EUR | 5900 | 5883798 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/24<sup>(a)</sup> | EUR | 4760 | 5051726 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/25<sup>(a)</sup> | EUR | 4113 | 4308286 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/15/38<sup>(a)</sup> | EUR | 1062 | 954296 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/15/48<sup>(a)</sup> | EUR | 4663 | 4142750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 08/15/32<sup>(a)</sup> | EUR | 2490 | 2581345 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 08/15/53<sup>(a)</sup> | EUR | 1550 | 1529162 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 11/15/29<sup>(a)</sup> | EUR | 4120 | 4434761 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/04/44<sup>(a)</sup> | EUR | 3687 | 4159918 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/15/46<sup>(a)</sup> | EUR | 3923 | 4471781 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/04/42<sup>(a)</sup> | EUR | 3467 | 4310739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/04/37<sup>(a)</sup> | EUR | 2928 | 3806060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/04/39<sup>(a)</sup> | EUR | 2288 | 3131114 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/04/28<sup>(a)</sup> | EUR | 381 | 466663 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/04/34<sup>(a)</sup> | EUR | 2661 | 3603723 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/04/40<sup>(a)</sup> | EUR | 2507 | 3649480 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/04/31<sup>(a)</sup> | EUR | 1905 | 2554957 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/04/28<sup>(a)</sup> | EUR | 1126 | 1413431 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/04/30<sup>(a)</sup> | EUR | 946 | 1291068 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/04/27<sup>(a)</sup> | EUR | 1022 | 1305238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/30<sup>(a)(c)</sup> | EUR | 1710 | 1581344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/31<sup>(a)(c)</sup> | EUR | 2500 | 2258066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 0.00%, 08/15/50<sup>(a)(c)</sup> | EUR | 1270 | 772091 |
| Bundesschatzanweisungen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/13/24<sup>(a)</sup> | EUR | 3070 | 3220337 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/12/24 | EUR | 1000 | 1078399 |
| Free and Hanseatic City of Hamburg |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/07/26<sup>(a)(c)</sup> | EUR | 300 | 297562 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/29/31<sup>(c)</sup> | EUR | 300 | 255959 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/18/41<sup>(a)</sup> | EUR | 200 | 133826 |
| &nbsp;&nbsp;&nbsp;0.40%, 11/23/51 | EUR | 200 | 111020 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/27/26<sup>(a)</sup> | EUR | 400 | 402746 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/05/38<sup>(a)</sup> | EUR | 100 | $87002 |
| Free State of Bavaria, 0.00%, 05/07/27<sup>(a)(c)</sup> | EUR | 700 | 675978 |
| Free State of Saxony |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/24<sup>(a)(c)</sup> | EUR | 300 | 316980 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/05/29<sup>(a)(c)</sup> | EUR | 200 | 180356 |
| Gemeinsame Deutsche Bundeslaender |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/26/30<sup>(a)(c)</sup> | EUR | 500 | 440263 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/18/24<sup>(a)</sup> | EUR | 500 | 526790 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/25/27<sup>(a)</sup> | EUR | 100 | 98272 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/13/29<sup>(a)</sup> | EUR | 300 | 287246 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/30/24<sup>(a)</sup> | EUR | 400 | 421406 |
| Kommunekredit, 2.88%, 01/19/35 | EUR | 300 | 318810 |
| Land Baden-Wuerttemberg |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/09/32<sup>(a)(c)</sup> | EUR | 200 | 166895 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/16/25<sup>(a)</sup> | EUR | 750 | 778696 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/27/26<sup>(a)</sup> | EUR | 100 | 101651 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 04/05/28<sup>(a)</sup> | EUR | 300 | 294783 |
| Land Berlin |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/18/27<sup>(a)(c)</sup> | EUR | 500 | 482325 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/02/30<sup>(a)(c)</sup> | EUR | 300 | 264836 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 08/06/40<sup>(a)</sup> | EUR | 300 | 193668 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 01/18/30<sup>(a)</sup> | EUR | 300 | 270691 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 01/18/41<sup>(a)</sup> | EUR | 780 | 503978 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/22/25<sup>(a)</sup> | EUR | 300 | 306987 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/20/26<sup>(a)</sup> | EUR | 100 | 101343 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/08/27<sup>(a)</sup> | EUR | 350 | 348533 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/26/52<sup>(a)</sup> | EUR | 200 | 120430 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/03/34<sup>(a)</sup> | EUR | 475 | 408810 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/19/32<sup>(a)</sup> | EUR | 300 | 276940 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/05/37<sup>(a)</sup> | EUR | 620 | 543965 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 06/03/24<sup>(a)</sup> | EUR | 75 | 79991 |
| Land Nordrhein Westfalen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/15/52<sup>(a)</sup> | EUR | 380 | 217552 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/16/46<sup>(a)</sup> | EUR | 420 | 305002 |
| Land Thueringen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 10/26/26<sup>(a)</sup> | EUR | 60 | 59161 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/01/51<sup>(a)</sup> | EUR | 150 | 82743 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/02/27<sup>(a)</sup> | EUR | 100 | 99004 |
| Lower Saxony, 0.50%, 06/13/25<sup>(a)</sup> | EUR | 150 | 154029 |
| State of Brandenburg |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/26/28<sup>(a)(c)</sup> | EUR | 500 | 467948 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/19/26<sup>(a)</sup> | EUR | 500 | 494055 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 10/13/51<sup>(a)</sup> | EUR | 200 | 119932 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/04/33<sup>(a)</sup> | EUR | 100 | 91576 |
| State of Bremen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/06/28<sup>(a)(c)</sup> | EUR | 800 | 743132 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.15%, 09/14/40<sup>(a)</sup> | EUR | 300 | 197041 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 02/04/50<sup>(a)</sup> | EUR | 300 | 179298 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 01/30/34<sup>(a)</sup> | EUR | 200 | 181558 |
| State of Hesse |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/11/30<sup>(a)(c)</sup> | EUR | 400 | 356877 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/10/25<sup>(a)</sup> | EUR | 800 | 816450 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/06/26<sup>(a)</sup> | EUR | 625 | 624092 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 08/02/28<sup>(a)</sup> | EUR | 600 | 580460 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/04/36<sup>(a)</sup> | EUR | 200 | 163140 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/10/24<sup>(a)</sup> | EUR | 200 | 209129 |
| State of Lower Saxony |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/15/24<sup>(a)(c)</sup> | EUR | 500 | 524251 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/02/24<sup>(a)(c)</sup> | EUR | 280 | 290887 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/15/25<sup>(a)(c)</sup> | EUR | 200 | 201571 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Germany (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/10/26<sup>(a)(c)</sup> | EUR | 400 | $393966 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/11/27<sup>(a)(c)</sup> | EUR | 400 | 388204 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/25/27<sup>(a)(c)</sup> | EUR | 500 | 475514 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/26/28<sup>(a)(c)</sup> | EUR | 680 | 637739 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/13/30<sup>(a)(c)</sup> | EUR | 400 | 352832 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/09/32<sup>(a)</sup> | EUR | 700 | 599033 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/15/36<sup>(a)</sup> | EUR | 100 | 76329 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/09/26<sup>(a)</sup> | EUR | 400 | 403898 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/08/26<sup>(a)</sup> | EUR | 450 | 452247 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/15/28<sup>(a)</sup> | EUR | 720 | 707080 |
| State of North Rhine-Westphalia Germany |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/29<sup>(a)(c)</sup> | EUR | 550 | 507184 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/12/35<sup>(a)(c)</sup> | EUR | 375 | 279514 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/04/31<sup>(a)</sup> | EUR | 525 | 456883 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 02/16/24<sup>(a)</sup> | EUR | 310 | 327321 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 03/31/27<sup>(a)</sup> | EUR | 400 | 390091 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 04/09/30<sup>(a)</sup> | EUR | 1150 | 1039385 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 01/27/51<sup>(a)</sup> | EUR | 250 | 130371 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/13/26<sup>(a)</sup> | EUR | 820 | 821929 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/02/50<sup>(a)</sup> | EUR | 100 | 56022 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/11/25<sup>(a)</sup> | EUR | 300 | 309698 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/16/26<sup>(a)</sup> | EUR | 65 | 65589 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/16/27<sup>(a)</sup> | EUR | 500 | 495061 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/21/31<sup>(a)</sup> | EUR | 160 | 145208 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/16/41<sup>(a)</sup> | EUR | 75 | 54741 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 07/30/49<sup>(a)</sup> | EUR | 430 | 282219 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/10/2121<sup>(a)</sup> | EUR | 340 | 150850 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/16/25<sup>(a)</sup> | EUR | 700 | 731805 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/13/34<sup>(a)</sup> | EUR | 780 | 700616 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/12/36<sup>(a)</sup> | EUR | 500 | 438926 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/2120<sup>(a)</sup> | EUR | 360 | 203327 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 02/16/43<sup>(a)</sup> | EUR | 250 | 205996 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/19/2122<sup>(a)</sup> | EUR | 200 | 117869 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/12/40<sup>(a)</sup> | EUR | 300 | 258056 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 06/16/48<sup>(a)</sup> | EUR | 650 | 530403 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/24/30<sup>(a)</sup> | EUR | 320 | 318582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 02/22/38<sup>(a)</sup> | EUR | 530 | 479828 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 05/16/47<sup>(a)</sup> | EUR | 220 | 184747 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/26/57<sup>(a)</sup> | EUR | 480 | 384914 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/11/68<sup>(a)</sup> | EUR | 350 | 262452 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 09/26/78<sup>(a)</sup> | EUR | 565 | 450778 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 03/21/2119<sup>(a)</sup> | EUR | 495 | 394994 |
| State of Rhineland-Palatinate |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 01/23/30<sup>(a)</sup> | EUR | 425 | 382222 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/26/27<sup>(a)</sup> | EUR | 300 | 295954 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/10/51<sup>(a)</sup> | EUR | 200 | 112198 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/19/26<sup>(a)</sup> | EUR | 500 | 510216 |
| State of Saxony-Anhalt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/01/25<sup>(a)(c)</sup> | EUR | 300 | 305666 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/10/31<sup>(a)(c)</sup> | EUR | 300 | 260274 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/25/27<sup>(a)</sup> | EUR | 450 | 442458 |
| State of Schleswig-Holstein Germany |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/12/29<sup>(a)</sup> | EUR | 550 | 505941 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 08/15/39<sup>(a)</sup> | EUR | 250 | 172553 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/30/24<sup>(a)</sup> | EUR | 300 | 311420 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 02/08/27<sup>(a)</sup> | EUR | 200 | 197120 |
|  |  |  | 213985005 |
| **Hungary — 0.2%** |  |  |  |
| Hungary Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/20/33 | HUF | 150000 | 255942 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Hungary (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/22/34 | HUF | 150000 | $244477 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/24/24 | HUF | 404520 | 961285 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/22/26 | HUF | 245950 | 536410 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/27/27 | HUF | 371660 | 799155 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/21/30 | HUF | 150000 | 299601 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/27/38 | HUF | 40000 | 64180 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/22/31 | HUF | 255650 | 504352 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/24/32 | HUF | 296940 | 645868 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/24/25 | HUF | 190370 | 468335 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/22/28 | HUF | 219890 | 559231 |
| Hungary Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/22/25<sup>(a)</sup> | EUR | 310 | 313789 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/28/32<sup>(a)</sup> | EUR | 823 | 679767 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/16/31<sup>(a)</sup> | EUR | 400 | 409738 |
|  |  |  | 6742130 |
| **Indonesia — 1.0%** |  |  |  |
| Indonesia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/14/27 | EUR | 100 | 97028 |
| &nbsp;&nbsp;&nbsp;1.40%, 10/30/31 | EUR | 300 | 258708 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/24/25 | EUR | 200 | 208766 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/14/23<sup>(a)</sup> | EUR | 250 | 271190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/30/25<sup>(a)</sup> | EUR | 600 | 650659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/14/28<sup>(a)</sup> | EUR | 300 | 322068 |
| Indonesia Treasury Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/23 | IDR | 15000000 | 1001708 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/36 | IDR | 17555000 | 1118812 |
| &nbsp;&nbsp;&nbsp;6.38%, 08/15/28 | IDR | 36232000 | 2420389 |
| &nbsp;&nbsp;&nbsp;6.38%, 04/15/32 | IDR | 43000000 | 2818494 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/37 | IDR | 20485000 | 1346352 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/25 | IDR | 22543000 | 1515735 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/15/31 | IDR | 24342000 | 1609560 |
| &nbsp;&nbsp;&nbsp;6.88%, 08/15/51 | IDR | 15000000 | 974700 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/15/27 | IDR | 25000000 | 1712325 |
| &nbsp;&nbsp;&nbsp;7.00%, 09/15/30 | IDR | 20048000 | 1367223 |
| &nbsp;&nbsp;&nbsp;7.13%, 06/15/42 | IDR | 21144000 | 1446100 |
| &nbsp;&nbsp;&nbsp;7.25%, 02/15/26 | IDR | 36000000 | 2472256 |
| &nbsp;&nbsp;&nbsp;7.38%, 05/15/48 | IDR | 9808000 | 672185 |
| &nbsp;&nbsp;&nbsp;7.50%, 08/15/32 | IDR | 41912000 | 2944856 |
| &nbsp;&nbsp;&nbsp;7.50%, 06/15/35 | IDR | 28000000 | 1961550 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/15/40 | IDR | 10210000 | 715320 |
| &nbsp;&nbsp;&nbsp;7.75%, 04/15/31 | IDR | 15000000 | 1065610 |
| &nbsp;&nbsp;&nbsp;8.13%, 05/15/24 | IDR | 18000000 | 1232850 |
| &nbsp;&nbsp;&nbsp;8.25%, 05/15/29 | IDR | 58031000 | 4196311 |
| &nbsp;&nbsp;&nbsp;8.25%, 05/15/36 | IDR | 18000000 | 1339613 |
| &nbsp;&nbsp;&nbsp;8.38%, 03/15/24 | IDR | 15790000 | 1080936 |
| &nbsp;&nbsp;&nbsp;8.38%, 09/15/26 | IDR | 9000000 | 641330 |
| &nbsp;&nbsp;&nbsp;8.38%, 04/15/39 | IDR | 19760000 | 1494154 |
| &nbsp;&nbsp;&nbsp;8.75%, 02/15/44 | IDR | 12320000 | 944481 |
| Perusahaan Penerbit SBSN Indonesia, 8.88%, 11/15/31 | IDR | 7600000 | 569158 |
|  |  |  | 40470427 |
| **Ireland — 0.4%** |  |  |  |
| Ireland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/18/31<sup>(a)(c)</sup> | EUR | 1090 | 939119 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 05/15/27<sup>(a)</sup> | EUR | 2050 | 2019610 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 10/18/30<sup>(a)</sup> | EUR | 1010 | 913653 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 10/18/32<sup>(a)</sup> | EUR | 830 | 721029 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 05/15/35<sup>(a)</sup> | EUR | 1105 | 891257 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 04/22/41<sup>(a)</sup> | EUR | 898 | 637332 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 05/15/28<sup>(a)</sup> | EUR | 520 | 519771 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par <br> (000)* | *Value* |
| **Ireland (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/15/26<sup>(a)</sup> | EUR | 2978 | $3091230 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 05/15/29<sup>(a)</sup> | EUR | 2061 | 2047207 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 05/15/33<sup>(a)</sup> | EUR | 1006 | 947198 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 03/18/31<sup>(a)</sup> | EUR | 492 | 484915 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 05/15/50<sup>(a)</sup> | EUR | 1110 | 869495 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 05/15/37<sup>(a)</sup> | EUR | 579 | 536054 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/18/45<sup>(a)</sup> | EUR | 1561 | 1403946 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/15/30<sup>(a)</sup> | EUR | 517 | 554598 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/13/25 | EUR | 600 | 688818 |
|  |  |  | 17265232 |
| **Isle Of Man — 0.0%** |  |  |  |
| Isle of Man Government International Bond, 1.63%, 09/14/51(Call 03/14/51)<sup>(a)</sup> | GBP | 150 | 99153 |
| **Israel — 0.3%** |  |  |  |
| Israel Government Bond - Fixed |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/30/25 | ILS | 5000 | 1358828 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/27/26 | ILS | 2650 | 703780 |
| &nbsp;&nbsp;&nbsp;1.00%, 03/31/30 | ILS | 2730 | 681897 |
| &nbsp;&nbsp;&nbsp;1.30%, 04/30/32 | ILS | 3120 | 769576 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/23 | ILS | 2760 | 786944 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/31/37 | ILS | 2700 | 620335 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/31/25 | ILS | 3049 | 850026 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/31/27 | ILS | 1550 | 431929 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/28/28 | ILS | 4628 | 1272615 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/29/52 | ILS | 830 | 205501 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/31/24 | ILS | 1377 | 411538 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/31/47 | ILS | 3961 | 1217236 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/31/42 | ILS | 2210 | 813724 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/30/26 | ILS | 650 | 209307 |
| Israel Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/18/32<sup>(a)</sup> | EUR | 200 | 169791 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/18/27<sup>(a)</sup> | EUR | 100 | 101085 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/16/29<sup>(a)</sup> | EUR | 500 | 488027 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/16/49<sup>(a)</sup> | EUR | 200 | 171270 |
|  |  |  | 11263409 |
| **Italy — 4.9%** |  |  |  |
| Cassa Depositi e Prestiti SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/21/28<sup>(a)</sup> | EUR | 300 | 277334 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 02/11/30<sup>(a)</sup> | EUR | 100 | 88124 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/21/24<sup>(a)</sup> | EUR | 400 | 423754 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/21/26<sup>(a)</sup> | EUR | 100 | 103572 |
| Italy Buoni Poliennali Del Tesoro |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/15/24<sup>(a)(c)</sup> | EUR | 6670 | 6989593 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/24<sup>(a)(c)</sup> | EUR | 3360 | 3483809 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/15/24<sup>(a)(c)</sup> | EUR | 2000 | 2052127 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/01/26<sup>(a)(c)</sup> | EUR | 2490 | 2434869 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/15/28<sup>(a)</sup> | EUR | 3825 | 3515469 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 02/01/25<sup>(a)</sup> | EUR | 5243 | 5392304 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 02/15/29<sup>(a)</sup> | EUR | 1760 | 1578198 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/01/26<sup>(a)</sup> | EUR | 6475 | 6474254 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/15/28<sup>(a)</sup> | EUR | 3560 | 3277642 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 08/01/31<sup>(e)</sup> | EUR | 5553 | 4590916 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 01/15/27<sup>(a)</sup> | EUR | 4345 | 4281580 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 04/01/31<sup>(a)</sup> | EUR | 4740 | 4075632 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 08/01/30<sup>(a)</sup> | EUR | 2711 | 2390438 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 12/01/31<sup>(e)</sup> | EUR | 6084 | 5128734 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 06/01/32<sup>(a)</sup> | EUR | 2010 | 1667155 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 03/01/37<sup>(e)</sup> | EUR | 2128 | 1521375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 08/15/25<sup>(a)</sup> | EUR | 7662 | 7914841 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Italy (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/01/26<sup>(a)</sup> | EUR | 2437 | $2449622 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 04/01/30<sup>(a)</sup> | EUR | 2829 | 2604251 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/15/24<sup>(a)</sup> | EUR | 2003 | 2115306 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/01/36<sup>(e)</sup> | EUR | 4700 | 3699866 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/01/25<sup>(a)</sup> | EUR | 1027 | 1074969 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/30/45<sup>(e)</sup> | EUR | 880 | 578684 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 06/01/26<sup>(a)</sup> | EUR | 2320 | 2383519 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 12/01/30<sup>(e)</sup> | EUR | 3952 | 3646628 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 03/01/32<sup>(e)</sup> | EUR | 4013 | 3594544 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/01/51<sup>(e)</sup> | EUR | 1680 | 1081711 |
| &nbsp;&nbsp;&nbsp;1.80%, 03/01/41 | EUR | 4020 | 3007452 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/15/24<sup>(a)</sup> | EUR | 2680 | 2868869 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/01/25<sup>(e)</sup> | EUR | 831 | 874792 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/25<sup>(a)</sup> | EUR | 2289 | 2403431 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/28<sup>(a)</sup> | EUR | 3212 | 3249028 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/01/27<sup>(a)</sup> | EUR | 4559 | 4666324 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 07/15/26<sup>(a)</sup> | EUR | 6288 | 6550598 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/01/52<sup>(e)</sup> | EUR | 1319 | 926791 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 03/01/72<sup>(e)</sup> | EUR | 320 | 208197 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/01/72 | EUR | 1095 | 712425 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/01/27<sup>(a)</sup> | EUR | 1145 | 1184141 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/36<sup>(e)</sup> | EUR | 2455 | 2125128 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/33<sup>(e)</sup> | EUR | 2170 | 2005886 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/50<sup>(e)</sup> | EUR | 2773 | 2138213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/24<sup>(a)</sup> | EUR | 819 | 881268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/15/25<sup>(a)</sup> | EUR | 3106 | 3308750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/01/27<sup>(a)</sup> | EUR | 2530 | 2639260 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/47<sup>(e)</sup> | EUR | 2380 | 1990035 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 12/01/28<sup>(a)</sup> | EUR | 3677 | 3831917 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/15/29<sup>(a)</sup> | EUR | 3230 | 3318820 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/01/67<sup>(e)</sup> | EUR | 990 | 764545 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/38<sup>(e)</sup> | EUR | 2083 | 1918672 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/29<sup>(a)</sup> | EUR | 2949 | 3078055 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/40<sup>(e)</sup> | EUR | 1704 | 1571924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/01/46<sup>(e)</sup> | EUR | 2492 | 2293862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/01/35<sup>(e)</sup> | EUR | 3349 | 3310931 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/01/48<sup>(e)</sup> | EUR | 2611 | 2477514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/30<sup>(e)</sup> | EUR | 4350 | 4654621 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/01/24<sup>(a)</sup> | EUR | 1000 | 1097152 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/01/49<sup>(e)</sup> | EUR | 2267 | 2277730 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/30/35<sup>(e)</sup> | EUR | 4010 | 4232351 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/37<sup>(e)</sup> | EUR | 3277 | 3469074 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/26<sup>(e)</sup> | EUR | 1541 | 1731103 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/28<sup>(e)</sup> | EUR | 3351 | 3853390 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/44<sup>(e)</sup> | EUR | 3510 | 4006196 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/25<sup>(e)</sup> | EUR | 2317 | 2611296 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/34<sup>(e)</sup> | EUR | 1998 | 2310904 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/39<sup>(e)</sup> | EUR | 2401 | 2802467 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/40<sup>(e)</sup> | EUR | 2467 | 2887226 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/01/29<sup>(a)</sup> | EUR | 407 | 484833 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/01/33<sup>(a)</sup> | EUR | 2015 | 2465595 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/31<sup>(a)</sup> | EUR | 2905 | 3631013 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/01/27<sup>(a)</sup> | EUR | 2429 | 2990937 |
| Italy Government International Bond, 5.20%, 07/31/34 | EUR | 400 | 459382 |
|  |  |  | 201162918 |
| **Japan — 11.0%** |  |  |  |
| Development Bank of Japan Inc., 0.88%, 10/10/25<sup>(a)</sup> | EUR | 700 | 713785 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| Japan Government Five Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/20/26<sup>(c)</sup> | JPY | 245600 | $1885742 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/20/26<sup>(c)</sup> | JPY | 1775000 | 13619902 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/20/26<sup>(c)</sup> | JPY | 291000 | 2231309 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/20/27<sup>(c)</sup> | JPY | 300000 | 2294995 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/20/27<sup>(c)</sup> | JPY | 300000 | 2291976 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/24 | JPY | 796350 | 6128282 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/24 | JPY | 828450 | 6376389 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/24 | JPY | 995000 | 7660120 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/24 | JPY | 1500000 | 11550801 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/25 | JPY | 450000 | 3465240 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/25 | JPY | 595200 | 4582809 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/25 | JPY | 628450 | 4839835 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/25 | JPY | 879650 | 6774788 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/27 | JPY | 600000 | 4608658 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/27 | JPY | 1125200 | 8623407 |
| Japan Government Forty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/56 | JPY | 428150 | 2277502 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/20/59 | JPY | 192750 | 1033356 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/20/60 | JPY | 253100 | 1348071 |
| &nbsp;&nbsp;&nbsp;0.70%, 03/20/61 | JPY | 241650 | 1373858 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/20/58 | JPY | 100000 | 603757 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/20/57 | JPY | 170550 | 1069120 |
| &nbsp;&nbsp;&nbsp;1.00%, 03/20/62 | JPY | 133100 | 823243 |
| &nbsp;&nbsp;&nbsp;1.40%, 03/20/55 | JPY | 175150 | 1277378 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/20/54 | JPY | 122200 | 965461 |
| &nbsp;&nbsp;&nbsp;1.90%, 03/20/53 | JPY | 65250 | 539440 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/52 | JPY | 84500 | 718956 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/49 | JPY | 77000 | 673008 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/50 | JPY | 65950 | 577385 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/51 | JPY | 95250 | 836237 |
| Japan Government Ten Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/26 | JPY | 391700 | 3016239 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/26 | JPY | 1640700 | 12629224 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/26 | JPY | 716100 | 5509621 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/26 | JPY | 418050 | 3213363 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/27 | JPY | 505000 | 3878333 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/27 | JPY | 990700 | 7599464 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/27 | JPY | 1108500 | 8491588 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/27 | JPY | 817750 | 6255648 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/28 | JPY | 754450 | 5762951 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/28 | JPY | 450050 | 3432260 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/28 | JPY | 565250 | 4303873 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/28 | JPY | 649050 | 4932910 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/29 | JPY | 351000 | 2655562 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/29 | JPY | 341600 | 2579432 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/29 | JPY | 1003950 | 7562964 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/30 | JPY | 979650 | 7365306 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/30 | JPY | 723650 | 5417771 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/30 | JPY | 585550 | 4371303 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/30 | JPY | 373700 | 2781512 |
| &nbsp;&nbsp;&nbsp;0.10%, 03/20/31 | JPY | 1104650 | 8202237 |
| &nbsp;&nbsp;&nbsp;0.10%, 06/20/31 | JPY | 435000 | 3223274 |
| &nbsp;&nbsp;&nbsp;0.10%, 09/20/31 | JPY | 1287500 | 9524721 |
| &nbsp;&nbsp;&nbsp;0.10%, 12/20/31 | JPY | 1075000 | 7939383 |
| &nbsp;&nbsp;&nbsp;0.20%, 03/20/32 | JPY | 557600 | 4161663 |
| &nbsp;&nbsp;&nbsp;0.20%, 06/20/32 | JPY | 497500 | 3780297 |
| &nbsp;&nbsp;&nbsp;0.20%, 09/20/32 | JPY | 411250 | 3148362 |
| &nbsp;&nbsp;&nbsp;0.30%, 12/20/24 | JPY | 210000 | 1622920 |
| &nbsp;&nbsp;&nbsp;0.30%, 12/20/25 | JPY | 328600 | 2544861 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/25 | JPY | 371500 | $2878900 |
| &nbsp;&nbsp;&nbsp;0.40%, 06/20/25 | JPY | 425000 | 3295811 |
| &nbsp;&nbsp;&nbsp;0.40%, 09/20/25 | JPY | 356950 | 2770424 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/24 | JPY | 823500 | 6381057 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/20/24 | JPY | 686250 | 5324138 |
| &nbsp;&nbsp;&nbsp;0.60%, 03/20/24 | JPY | 265200 | 2052369 |
| &nbsp;&nbsp;&nbsp;0.60%, 06/20/24 | JPY | 326650 | 2531516 |
| Japan Government Thirty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 06/20/49 | JPY | 163650 | 943730 |
| &nbsp;&nbsp;&nbsp;0.40%, 09/20/49 | JPY | 107450 | 617228 |
| &nbsp;&nbsp;&nbsp;0.40%, 12/20/49 | JPY | 131750 | 756552 |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/50 | JPY | 156300 | 895172 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/46 | JPY | 184350 | 1136168 |
| &nbsp;&nbsp;&nbsp;0.60%, 12/20/46 | JPY | 122000 | 767982 |
| &nbsp;&nbsp;&nbsp;0.60%, 06/20/50 | JPY | 175100 | 1057138 |
| &nbsp;&nbsp;&nbsp;0.60%, 09/20/50 | JPY | 146800 | 884567 |
| &nbsp;&nbsp;&nbsp;0.70%, 06/20/48 | JPY | 375000 | 2373968 |
| &nbsp;&nbsp;&nbsp;0.70%, 12/20/48 | JPY | 130450 | 820883 |
| &nbsp;&nbsp;&nbsp;0.70%, 12/20/50 | JPY | 281700 | 1742984 |
| &nbsp;&nbsp;&nbsp;0.70%, 03/20/51 | JPY | 199750 | 1232829 |
| &nbsp;&nbsp;&nbsp;0.70%, 06/20/51 | JPY | 231500 | 1426598 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/20/51 | JPY | 180250 | 1111148 |
| &nbsp;&nbsp;&nbsp;0.70%, 12/20/51 | JPY | 115000 | 707458 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/20/46 | JPY | 180250 | 1198237 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/20/47 | JPY | 108000 | 710809 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/20/47 | JPY | 147000 | 964645 |
| &nbsp;&nbsp;&nbsp;0.80%, 09/20/47 | JPY | 160550 | 1051207 |
| &nbsp;&nbsp;&nbsp;0.80%, 12/20/47 | JPY | 285650 | 1862908 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/20/48 | JPY | 164650 | 1073296 |
| &nbsp;&nbsp;&nbsp;0.90%, 09/20/48 | JPY | 206800 | 1372015 |
| &nbsp;&nbsp;&nbsp;1.00%, 03/20/52 | JPY | 281750 | 1881436 |
| &nbsp;&nbsp;&nbsp;1.30%, 06/20/52 | JPY | 150350 | 1082210 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/20/45 | JPY | 148850 | 1124920 |
| &nbsp;&nbsp;&nbsp;1.40%, 12/20/45 | JPY | 216800 | 1641727 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/20/52 | JPY | 69900 | 514650 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/20/44 | JPY | 217150 | 1683048 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/20/45 | JPY | 192600 | 1490181 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/20/45 | JPY | 200000 | 1573680 |
| &nbsp;&nbsp;&nbsp;1.70%, 12/20/43 | JPY | 147850 | 1193534 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/20/44 | JPY | 103800 | 837218 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/20/44 | JPY | 88500 | 713412 |
| &nbsp;&nbsp;&nbsp;1.70%, 09/20/44 | JPY | 206850 | 1668117 |
| &nbsp;&nbsp;&nbsp;1.80%, 03/20/43 | JPY | 99600 | 820582 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/20/43 | JPY | 189800 | 1559564 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/20/42 | JPY | 124000 | 1041509 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/20/43 | JPY | 102200 | 855021 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/20/40 | JPY | 242600 | 2069532 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/20/41 | JPY | 138000 | 1177281 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/42 | JPY | 196400 | 1674119 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/20/39 | JPY | 40000 | 351729 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/41 | JPY | 446300 | 3915604 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/20/35 | JPY | 34550 | 308446 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/20/35 | JPY | 53250 | 475603 |
| &nbsp;&nbsp;&nbsp;2.30%, 12/20/35 | JPY | 155000 | 1383872 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/20/39 | JPY | 59100 | 527030 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/20/40 | JPY | 95000 | 845348 |
| &nbsp;&nbsp;&nbsp;2.40%, 09/20/38 | JPY | 100500 | 908395 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/20/34 | JPY | 20150 | 182736 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/37 | JPY | 49000 | 448166 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/20/38 | JPY | 25700 | 235127 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| Japan Government Twenty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.20%, 06/20/36 | JPY | 261200 | $1809868 |
| &nbsp;&nbsp;&nbsp;0.30%, 06/20/39 | JPY | 95550 | 634874 |
| &nbsp;&nbsp;&nbsp;0.30%, 09/20/39 | JPY | 167650 | 1108385 |
| &nbsp;&nbsp;&nbsp;0.30%, 12/20/39 | JPY | 69850 | 459379 |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/36 | JPY | 259350 | 1852540 |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/39 | JPY | 210000 | 1425335 |
| &nbsp;&nbsp;&nbsp;0.40%, 03/20/40 | JPY | 424600 | 2828622 |
| &nbsp;&nbsp;&nbsp;0.40%, 06/20/40 | JPY | 304500 | 2019177 |
| &nbsp;&nbsp;&nbsp;0.40%, 09/20/40 | JPY | 224350 | 1481625 |
| &nbsp;&nbsp;&nbsp;0.40%, 06/20/41 | JPY | 266000 | 1735269 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/36 | JPY | 151750 | 1091227 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/20/38 | JPY | 188300 | 1322418 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/20/38 | JPY | 122050 | 853473 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/20/38 | JPY | 275000 | 1905975 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/20/40 | JPY | 325300 | 2177372 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/20/41 | JPY | 352300 | 2352600 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/41 | JPY | 322450 | 2138181 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/20/41 | JPY | 79200 | 524132 |
| &nbsp;&nbsp;&nbsp;0.60%, 12/20/36 | JPY | 260850 | 1895098 |
| &nbsp;&nbsp;&nbsp;0.60%, 09/20/37 | JPY | 345700 | 2483760 |
| &nbsp;&nbsp;&nbsp;0.60%, 12/20/37 | JPY | 273300 | 1955775 |
| &nbsp;&nbsp;&nbsp;0.70%, 03/20/37 | JPY | 249450 | 1830865 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/20/38 | JPY | 300000 | 2153182 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/20/42 | JPY | 194200 | 1355245 |
| &nbsp;&nbsp;&nbsp;0.90%, 06/20/42 | JPY | 255700 | 1813994 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/20/35 | JPY | 673650 | 5210702 |
| &nbsp;&nbsp;&nbsp;1.10%, 09/20/42 | JPY | 121700 | 893492 |
| &nbsp;&nbsp;&nbsp;1.20%, 12/20/34 | JPY | 360350 | 2868487 |
| &nbsp;&nbsp;&nbsp;1.20%, 03/20/35 | JPY | 121000 | 963622 |
| &nbsp;&nbsp;&nbsp;1.20%, 09/20/35 | JPY | 552400 | 4383000 |
| &nbsp;&nbsp;&nbsp;1.30%, 06/20/35 | JPY | 536100 | 4312606 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/20/34 | JPY | 442450 | 3609452 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/20/34 | JPY | 286800 | 2370218 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/20/34 | JPY | 759500 | 6268202 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/20/30 | JPY | 29550 | 245964 |
| &nbsp;&nbsp;&nbsp;1.60%, 03/20/32 | JPY | 80400 | 673349 |
| &nbsp;&nbsp;&nbsp;1.60%, 03/20/33 | JPY | 97000 | 811867 |
| &nbsp;&nbsp;&nbsp;1.60%, 12/20/33 | JPY | 488950 | 4084920 |
| &nbsp;&nbsp;&nbsp;1.70%, 12/20/31 | JPY | 95000 | 801725 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/20/32 | JPY | 56000 | 472755 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/20/32 | JPY | 68150 | 575781 |
| &nbsp;&nbsp;&nbsp;1.70%, 12/20/32 | JPY | 103000 | 870576 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/20/33 | JPY | 490050 | 4138233 |
| &nbsp;&nbsp;&nbsp;1.70%, 09/20/33 | JPY | 150000 | 1266043 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/20/31 | JPY | 206750 | 1756704 |
| &nbsp;&nbsp;&nbsp;1.80%, 12/20/31 | JPY | 110000 | 935530 |
| &nbsp;&nbsp;&nbsp;1.90%, 12/20/28 | JPY | 118000 | 990768 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/20/30 | JPY | 75000 | 637372 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/20/31 | JPY | 80000 | 683391 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/27 | JPY | 185000 | 1532104 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/20/30 | JPY | 34200 | 292307 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/20/25 | JPY | 70000 | 567319 |
| &nbsp;&nbsp;&nbsp;2.10%, 12/20/26 | JPY | 140350 | 1162533 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/20/29 | JPY | 129350 | 1104083 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/20/30 | JPY | 137200 | 1179331 |
| &nbsp;&nbsp;&nbsp;2.10%, 12/20/30 | JPY | 205000 | 1768356 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/26 | JPY | 219350 | 1799743 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/28 | JPY | 75000 | 634583 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/20/30 | JPY | 355000 | 3070430 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Japan (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/20/27 | JPY | 50000 | $420397 |
| Japan Government Two Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/01/24<sup>(c)</sup> | JPY | 300000 | 2306219 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/01/24<sup>(c)</sup> | JPY | 700000 | 5380640 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/01/24<sup>(c)</sup> | JPY | 200000 | 1537479 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/01/24<sup>(c)</sup> | JPY | 562050 | 4320572 |
|  |  |  | 449906612 |
| **Kazakhstan — 0.0%** |  |  |  |
| Kazakhstan Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/30/26<sup>(a)</sup> | EUR | 200 | 191191 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/30/34<sup>(a)</sup> | EUR | 100 | 80097 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 11/09/23<sup>(a)</sup> | EUR | 100 | 107648 |
|  |  |  | 378936 |
| **Latvia — 0.0%** |  |  |  |
| Latvia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/24/29<sup>(a)(c)</sup> | EUR | 1500 | 1311038 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/23/25<sup>(a)</sup> | EUR | 100 | 102998 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/19/49<sup>(a)</sup> | EUR | 240 | 187909 |
|  |  |  | 1601945 |
| **Lithuania — 0.0%** |  |  |  |
| Lithuania Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/06/30<sup>(a)</sup> | EUR | 630 | 560286 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 05/26/27<sup>(a)</sup> | EUR | 220 | 214761 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 06/19/49<sup>(a)</sup> | EUR | 370 | 272207 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/22/35<sup>(a)</sup> | EUR | 428 | 393421 |
|  |  |  | 1440675 |
| **Luxembourg — 0.1%** |  |  |  |
| European Financial Stability Facility, 1.50%, 12/15/25<sup>(a)</sup> | EUR | 700 | 733670 |
| Luxembourg Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/28/25<sup>(a)(c)</sup> | EUR | 700 | 712324 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 02/01/27<sup>(a)</sup> | EUR | 401 | 400226 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/19/28<sup>(a)</sup> | EUR | 190 | 201351 |
| State of the Grand-Duchy of Luxembourg, 0.00%, 03/24/31<sup>(a)(c)</sup> | EUR | 1027 | 895391 |
|  |  |  | 2942962 |
| **Malaysia — 0.8%** |  |  |  |
| Malaysia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 06/14/24 | MYR | 5180 | 1219581 |
| &nbsp;&nbsp;&nbsp;3.58%, 07/15/32 | MYR | 5000 | 1150618 |
| &nbsp;&nbsp;&nbsp;3.76%, 05/22/40 | MYR | 11200 | 2495940 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/17/23 | MYR | 2500 | 588736 |
| &nbsp;&nbsp;&nbsp;3.84%, 04/15/33 | MYR | 3000 | 697819 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/30/26 | MYR | 1900 | 451662 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/16/27 | MYR | 7400 | 1759329 |
| &nbsp;&nbsp;&nbsp;3.91%, 07/15/26 | MYR | 3700 | 879907 |
| &nbsp;&nbsp;&nbsp;3.96%, 09/15/25 | MYR | 15620 | 3708375 |
| &nbsp;&nbsp;&nbsp;4.06%, 09/30/24 | MYR | 7500 | 1782049 |
| &nbsp;&nbsp;&nbsp;4.07%, 06/15/50 | MYR | 4000 | 898046 |
| &nbsp;&nbsp;&nbsp;4.23%, 06/30/31 | MYR | 6710 | 1618312 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/31/35 | MYR | 800 | 191452 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/30 | MYR | 850 | 209083 |
| &nbsp;&nbsp;&nbsp;4.64%, 11/07/33 | MYR | 2660 | 660587 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/42 | MYR | 4140 | 1039214 |
| &nbsp;&nbsp;&nbsp;4.74%, 03/15/46 | MYR | 2170 | 540060 |
| &nbsp;&nbsp;&nbsp;4.76%, 04/07/37 | MYR | 3495 | 877390 |
| &nbsp;&nbsp;&nbsp;4.89%, 06/08/38 | MYR | 4240 | 1090895 |
| &nbsp;&nbsp;&nbsp;4.92%, 07/06/48 | MYR | 4790 | 1219040 |
| &nbsp;&nbsp;&nbsp;4.94%, 09/30/43 | MYR | 450 | 115037 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Malaysia (continued)** |  |  |  |
| Malaysia Government Investment Issue |  |  |  |
| &nbsp;&nbsp;&nbsp;3.42%, 09/30/27 | MYR | 4790 | $1114476 |
| &nbsp;&nbsp;&nbsp;3.99%, 10/15/25 | MYR | 150 | 35669 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/09/29 | MYR | 11091 | 2643120 |
| &nbsp;&nbsp;&nbsp;4.19%, 10/07/32 | MYR | 5000 | 1195276 |
| &nbsp;&nbsp;&nbsp;4.37%, 10/31/28 | MYR | 7080 | 1716544 |
| &nbsp;&nbsp;&nbsp;4.47%, 09/15/39 | MYR | 2930 | 709547 |
| &nbsp;&nbsp;&nbsp;4.58%, 08/30/33 | MYR | 1600 | 394754 |
|  |  |  | 31002518 |
| **Mexico — 0.6%** |  |  |  |
| Mexican Bonos |  |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 03/04/27 | MXN | 44900 | 2102781 |
| &nbsp;&nbsp;&nbsp;Series M, 5.75%, 03/05/26 | MXN | 70280 | 3386712 |
| &nbsp;&nbsp;&nbsp;Series M, 7.75%, 05/29/31 | MXN | 72006 | 3617909 |
| &nbsp;&nbsp;&nbsp;Series M, 7.75%, 11/23/34 | MXN | 6000 | 296860 |
| &nbsp;&nbsp;&nbsp;Series M, 7.75%, 11/13/42 | MXN | 45574 | 2186501 |
| &nbsp;&nbsp;&nbsp;Series M, 8.00%, 09/05/24 | MXN | 56000 | 2877693 |
| &nbsp;&nbsp;&nbsp;Series M, 8.00%, 11/07/47 | MXN | 30258 | 1480417 |
| &nbsp;&nbsp;&nbsp;Series M 20, 7.50%, 06/03/27 | MXN | 34000 | 1717216 |
| &nbsp;&nbsp;&nbsp;Series M 20, 8.50%, 05/31/29 | MXN | 27660 | 1454998 |
| &nbsp;&nbsp;&nbsp;Series M 20, 10.00%, 12/05/24 | MXN | 19000 | 1010212 |
| &nbsp;&nbsp;&nbsp;Series M 30, 8.50%, 11/18/38 | MXN | 39193 | 2035214 |
| &nbsp;&nbsp;&nbsp;Series M 30, 10.00%, 11/20/36 | MXN | 22000 | 1292322 |
| Mexico Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 01/17/30 (Call 10/17/29) | EUR | 300 | 269314 |
| &nbsp;&nbsp;&nbsp;1.35%, 09/18/27 (Call 06/18/27) | EUR | 300 | 296228 |
| &nbsp;&nbsp;&nbsp;1.45%, 10/25/33 (Call 07/25/33) | EUR | 100 | 79608 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/17/28 | EUR | 500 | 489457 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/25/51 (Call 04/25/51) | EUR | 400 | 251036 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/12/36 (Call 05/12/36) | EUR | 200 | 159661 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/11/30 (Call 11/11/29) | EUR | 100 | 96749 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/08/39 | EUR | 400 | 327293 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/06/45 | EUR | 200 | 161316 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/19/2114 | GBP | 100 | 94826 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/06/24 | GBP | 100 | 124900 |
|  |  |  | 25809223 |
| **Netherlands — 1.2%** |  |  |  |
| BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/31/28<sup>(a)(c)</sup> | EUR | 400 | 370879 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/11/26<sup>(a)</sup> | EUR | 500 | 497953 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/19/33<sup>(a)</sup> | EUR | 300 | 244801 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 07/09/35<sup>(a)</sup> | EUR | 200 | 152869 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/12/32<sup>(a)</sup> | EUR | 800 | 687453 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/22/36<sup>(a)</sup> | EUR | 500 | 371952 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/16/25<sup>(a)</sup> | EUR | 400 | 411956 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 06/28/49<sup>(a)</sup> | EUR | 400 | 253363 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/24/36<sup>(a)</sup> | EUR | 200 | 165253 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/04/24<sup>(a)</sup> | EUR | 300 | 316442 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 11/27/30<sup>(a)</sup> | AUD | 310 | 174747 |
| Nederlandse Waterschapsbank NV, 0.00%, 11/16/26<sup>(a)(c)</sup> | EUR | 500 | 487935 |
| Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/16/37<sup>(a)(c)</sup> | EUR | 500 | 355080 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/15/25<sup>(a)</sup> | GBP | 300 | 332869 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/28/46<sup>(a)</sup> | EUR | 300 | 182755 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/27/38<sup>(a)</sup> | EUR | 280 | 246791 |
| Netherlands Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/26<sup>(c)(e)</sup> | EUR | 2594 | 2615303 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/29<sup>(c)</sup> | EUR | 1000 | 938635 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/30<sup>(c)(e)</sup> | EUR | 3156 | 2860647 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Netherlands (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/15/31<sup>(c)(e)</sup> | EUR | 2484 | $2191730 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/15/52<sup>(c)(e)</sup> | EUR | 2070 | 1162805 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/15/25<sup>(e)</sup> | EUR | 1000 | 1027357 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/15/26<sup>(e)</sup> | EUR | 4479 | 4549485 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/15/40<sup>(e)</sup> | EUR | 1727 | 1348802 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/15/27<sup>(e)</sup> | EUR | 3024 | 3055015 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/15/28<sup>(e)</sup> | EUR | 3392 | 3367492 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/15/24<sup>(e)</sup> | EUR | 4070 | 4383383 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/15/54<sup>(e)</sup> | EUR | 770 | 760937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/33<sup>(e)</sup> | EUR | 4008 | 4317699 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/47<sup>(e)</sup> | EUR | 2617 | 3001523 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/15/42<sup>(e)</sup> | EUR | 3195 | 4078519 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/37<sup>(e)</sup> | EUR | 2372 | 2986442 |
|  |  |  | 47898872 |
| **New Zealand — 0.3%** |  |  |  |
| Auckland Council, 0.25%, 11/17/31<sup>(a)</sup> | EUR | 400 | 338225 |
| Housing New Zealand Ltd., 3.42%, 10/18/28 | NZD | 500 | 302215 |
| New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 05/15/24 | NZD | 2100 | 1285183 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/15/26 | NZD | 500 | 286433 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/15/31 | NZD | 1430 | 757183 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/15/41 | NZD | 1530 | 654792 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/32 | NZD | 2490 | 1348083 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/15/25<sup>(a)</sup> | NZD | 2630 | 1637691 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/15/37<sup>(a)</sup> | NZD | 2530 | 1354448 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/51 | NZD | 500 | 236925 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/29 | NZD | 3160 | 1921251 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/14/33<sup>(a)</sup> | NZD | 980 | 597687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/27<sup>(a)</sup> | NZD | 1640 | 1074619 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/23<sup>(a)</sup> | NZD | 1220 | 789704 |
| New Zealand Local Government Funding Agency Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/15/26<sup>(a)</sup> | NZD | 200 | 116386 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/15/31<sup>(a)</sup> | NZD | 1000 | 533312 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/14/33 | NZD | 200 | 114773 |
|  |  |  | 13348910 |
| **Niger — 0.0%** |  |  |  |
| BNG Bank NV, 0.00%, 01/20/31<sup>(a)(c)</sup> | EUR | 500 | 431805 |
| **Norway — 0.2%** |  |  |  |
| Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 10/24/29<sup>(a)</sup> | EUR | 300 | 269112 |
| &nbsp;&nbsp;&nbsp;0.60%, 06/01/26 | AUD | 286 | 180573 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/15/23<sup>(a)</sup> | GBP | 200 | 241224 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/16/25 | AUD | 150 | 106618 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/17/26 | AUD | 200 | 142935 |
| Norway Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/17/31<sup>(e)</sup> | NOK | 6470 | 565412 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/19/30 | NOK | 15145 | 1360798 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/19/26<sup>(e)</sup> | NOK | 9892 | 949975 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/13/25<sup>(e)</sup> | NOK | 5300 | 517172 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/17/27<sup>(e)</sup> | NOK | 5794 | 555305 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/06/29<sup>(e)</sup> | NOK | 3117 | 291024 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/26/28<sup>(e)</sup> | NOK | 6461 | 619639 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/18/32<sup>(e)</sup> | NOK | 3860 | 361193 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/14/24<sup>(e)</sup> | NOK | 12287 | 1228675 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/06/42 | NOK | 2550 | 272390 |
|  |  |  | 7662045 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Peru — 0.1%** |  |  |  |
| Peru Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 08/12/40 | PEN | 3760 | $721940 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/12/34 | PEN | 3930 | 816796 |
| &nbsp;&nbsp;&nbsp;6.15%, 08/12/32 | PEN | 4289 | 978271 |
| &nbsp;&nbsp;&nbsp;6.35%, 08/12/28 | PEN | 3820 | 932636 |
| Peruvian Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 11/17/36 (Call 08/17/36) | EUR | 200 | 155547 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/30/26 | EUR | 100 | 104417 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/01/30 | EUR | 200 | 206843 |
|  |  |  | 3916450 |
| **Philippines — 0.0%** |  |  |  |
| Philippine Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/03/29 | EUR | 100 | 91496 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/17/27 | EUR | 200 | 193728 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/28/33 | EUR | 100 | 84007 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/28/41 | EUR | 100 | 73569 |
|  |  |  | 442800 |
| **Poland — 0.4%** |  |  |  |
| Bank Gospodarstwa Krajowego |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/01/25<sup>(a)</sup> | EUR | 350 | 356645 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 04/30/28<sup>(a)</sup> | EUR | 100 | 93989 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/08/27<sup>(a)</sup> | EUR | 200 | 215341 |
| Republic of Poland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 10/25/26 | PLN | 10689 | 2005881 |
| &nbsp;&nbsp;&nbsp;0.75%, 04/25/25 | PLN | 3000 | 618325 |
| &nbsp;&nbsp;&nbsp;1.25%, 10/25/30 | PLN | 2100 | 347620 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/25/32 | PLN | 9010 | 1471049 |
| &nbsp;&nbsp;&nbsp;2.25%, 10/25/24 | PLN | 5000 | 1089526 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/25/24 | PLN | 4420 | 978926 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/25/26 | PLN | 10390 | 2151541 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/25/27 | PLN | 5088 | 1019785 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/25/28 | PLN | 3920 | 777195 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/25/29 | PLN | 8780 | 1679038 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/25/47 | PLN | 2250 | 379150 |
| Republic of Poland Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/10/27<sup>(a)</sup> | EUR | 200 | 196724 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/25/28<sup>(a)</sup> | EUR | 550 | 522336 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/07/29<sup>(a)</sup> | EUR | 400 | 376685 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/09/25<sup>(a)</sup> | EUR | 100 | 104066 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/19/26<sup>(a)</sup> | EUR | 250 | 259342 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/08/49<sup>(a)</sup> | EUR | 50 | 39244 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/25/32<sup>(a)</sup> | EUR | 300 | 299766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/24<sup>(a)</sup> | EUR | 200 | 217258 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/20/25 | EUR | 937 | 1059386 |
|  |  |  | 16258818 |
| **Portugal — 0.6%** |  |  |  |
| Portugal Obrigacoes do Tesouro OT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 10/17/31<sup>(e)</sup> | EUR | 1100 | 943155 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.48%, 10/18/30<sup>(e)</sup> | EUR | 930 | 836866 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 10/15/27<sup>(e)</sup> | EUR | 2109 | 2090415 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 10/12/35<sup>(e)</sup> | EUR | 890 | 724976 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/12/52<sup>(e)</sup> | EUR | 770 | 445357 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 07/16/32<sup>(e)</sup> | EUR | 950 | 905005 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/15/29 | EUR | 2075 | 2139819 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/17/28<sup>(e)</sup> | EUR | 1240 | 1303351 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/18/34<sup>(e)</sup> | EUR | 1208 | 1193034 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/25<sup>(e)</sup> | EUR | 2752 | 3008054 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/21/26<sup>(e)</sup> | EUR | 1378 | 1507128 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/30<sup>(e)</sup> | EUR | 1339 | 1544437 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Portugal (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/15/37<sup>(e)</sup> | EUR | 1313 | $1530332 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 02/15/45<sup>(e)</sup> | EUR | 762 | 896363 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/14/27<sup>(e)</sup> | EUR | 1600 | 1833857 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 02/15/24<sup>(e)</sup> | EUR | 1320 | 1476813 |
|  |  |  | 22378962 |
| **Romania — 0.2%** |  |  |  |
| Romania Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/26/28 | RON | 5755 | 1107280 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/24/30 | RON | 3690 | 664653 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/17/24 | RON | 4000 | 856460 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/11/34 | RON | 2120 | 368084 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/22/26 | RON | 10810 | 2222092 |
| &nbsp;&nbsp;&nbsp;6.70%, 02/25/32 | RON | 2000 | 422121 |
| Romania Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/07/28<sup>(a)</sup> | EUR | 200 | 186331 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/08/30<sup>(a)</sup> | EUR | 200 | 174611 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/07/34<sup>(a)</sup> | EUR | 200 | 172244 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/27/26<sup>(a)</sup> | EUR | 100 | 109506 |
| Romanian Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/13/30<sup>(a)</sup> | EUR | 400 | 318722 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/08/26<sup>(a)</sup> | EUR | 200 | 196222 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/28/32<sup>(a)</sup> | EUR | 250 | 193075 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.12%, 07/16/31<sup>(a)</sup> | EUR | 250 | 198726 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/19/27<sup>(a)</sup> | EUR | 250 | 244351 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/02/40<sup>(a)</sup> | EUR | 200 | 129899 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/29/25<sup>(a)</sup> | EUR | 235 | 247793 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/14/41<sup>(a)</sup> | EUR | 200 | 129869 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/26/28<sup>(a)</sup> | EUR | 294 | 283182 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/11/29<sup>(a)</sup> | EUR | 397 | 369587 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/13/42<sup>(a)</sup> | EUR | 200 | 130275 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/08/38<sup>(a)</sup> | EUR | 350 | 270948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/28/50<sup>(a)</sup> | EUR | 335 | 223197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/03/34<sup>(a)</sup> | EUR | 200 | 168297 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 05/26/30<sup>(a)</sup> | EUR | 400 | 368644 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/24/24<sup>(a)</sup> | EUR | 75 | 81584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/03/49<sup>(a)</sup> | EUR | 270 | 219135 |
|  |  |  | 10056888 |
| **Samoa — 0.0%** |  |  |  |
| Republic of Austria Government Bond, 0.50%, 02/20/29<sup>(e)</sup> | EUR | 432 | 412493 |
| **Saudi Arabia — 0.0%** |  |  |  |
| Saudi Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/03/30<sup>(a)</sup> | EUR | 100 | 89610 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/09/39<sup>(a)</sup> | EUR | 350 | 284601 |
|  |  |  | 374211 |
| **Senegal — 0.0%** |  |  |  |
| African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 03/22/27 | EUR | 200 | 197213 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/14/29 | EUR | 200 | 208631 |
| Asian Development Bank, 2.00%, 06/10/37 | EUR | 200 | 192239 |
| European Investment Bank, 6.00%, 12/07/28 | GBP | 300 | 411548 |
|  |  |  | 1009631 |
| **Singapore — 0.4%** |  |  |  |
| Singapore Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 11/01/25 | SGD | 1040 | 740222 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/01/26 | SGD | 1000 | 718001 |
| &nbsp;&nbsp;&nbsp;1.63%, 07/01/31 | SGD | 1000 | 684480 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/01/50 | SGD | 810 | 521426 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/01/51 | SGD | 852 | 551686 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Singapore (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/24 | SGD | 1000 | $750952 |
| &nbsp;&nbsp;&nbsp;2.13%, 06/01/26 | SGD | 2530 | 1876799 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/01/36 | SGD | 1970 | 1378850 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/01/25 | SGD | 421 | 315798 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/01/39 | SGD | 430 | 303229 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/01/28 | SGD | 680 | 509115 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/32 | SGD | 1320 | 976959 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/01/23 | SGD | 839 | 635253 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/42 | SGD | 430 | 323544 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/46 | SGD | 1660 | 1258949 |
| &nbsp;&nbsp;&nbsp;2.88%, 07/01/29 | SGD | 1370 | 1036353 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/01/30 | SGD | 2421 | 1830639 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/24 | SGD | 1315 | 999022 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/72<sup>(a)</sup> | SGD | 653 | 543797 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/01/33 | SGD | 530 | 417630 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/27 | SGD | 1230 | 957936 |
|  |  |  | 17330640 |
| **Slovakia — 0.2%** |  |  |  |
| Slovakia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/17/27<sup>(a)</sup> | EUR | 1430 | 1364385 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/09/30<sup>(a)</sup> | EUR | 284 | 260150 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/14/32<sup>(a)</sup> | EUR | 1580 | 1424504 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/21/27<sup>(a)</sup> | EUR | 838 | 854420 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/21/31<sup>(a)</sup> | EUR | 396 | 385304 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/09/37<sup>(a)</sup> | EUR | 925 | 816478 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/17/47<sup>(a)</sup> | EUR | 350 | 283627 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/12/68<sup>(a)</sup> | EUR | 370 | 302328 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 10/14/25<sup>(a)</sup> | EUR | 1150 | 1285417 |
|  |  |  | 6976613 |
| **Slovenia — 0.1%** |  |  |  |
| Slovenia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.49%, 10/20/50<sup>(a)</sup> | EUR | 240 | 124496 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/15/30<sup>(a)</sup> | EUR | 900 | 820164 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.19%, 03/14/29<sup>(a)</sup> | EUR | 1240 | 1207099 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/22/27<sup>(a)</sup> | EUR | 434 | 442381 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/03/40<sup>(a)</sup> | EUR | 123 | 101136 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/03/32<sup>(a)</sup> | EUR | 1320 | 1300360 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/07/45<sup>(a)</sup> | EUR | 250 | 249145 |
|  |  |  | 4244781 |
| **South Korea — 2.5%** |  |  |  |
| Export-Import Bank of Korea |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/11/23<sup>(a)</sup> | EUR | 200 | 215058 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.83%, 04/27/25<sup>(a)</sup> | EUR | 536 | 550366 |
| Korea Housing Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/29/26<sup>(a)(c)</sup> | EUR | 400 | 386839 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 06/18/24<sup>(a)</sup> | EUR | 300 | 311244 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.72%, 03/22/25<sup>(a)</sup> | EUR | 150 | 153352 |
| Korea Treasury Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 12/10/23 | KRW | 1989470 | 1582322 |
| &nbsp;&nbsp;&nbsp;1.13%, 06/10/24 | KRW | 4000000 | 3155415 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/10/25 | KRW | 2799720 | 2157339 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/10/39 | KRW | 2004990 | 1186212 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/10/26 | KRW | 1862790 | 1426476 |
| &nbsp;&nbsp;&nbsp;1.38%, 09/10/24 | KRW | 5048280 | 3989813 |
| &nbsp;&nbsp;&nbsp;1.38%, 12/10/29 | KRW | 2291750 | 1639742 |
| &nbsp;&nbsp;&nbsp;1.38%, 06/10/30 | KRW | 5410230 | 3836221 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 | KRW | 3483470 | 2736834 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/10/26 | KRW | 1750000 | 1328866 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/10/30 | KRW | 2587710 | 1845618 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **South Korea (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 09/10/36 | KRW | 1467540 | $963873 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/10/40 | KRW | 2095520 | 1304112 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/50 | KRW | 6228160 | 3491572 |
| &nbsp;&nbsp;&nbsp;1.63%, 09/10/70 | KRW | 900000 | 446391 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/10/26 | KRW | 1000000 | 773876 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/10/24 | KRW | 1400000 | 1125694 |
| &nbsp;&nbsp;&nbsp;1.88%, 06/10/26 | KRW | 1732660 | 1343817 |
| &nbsp;&nbsp;&nbsp;1.88%, 06/10/29 | KRW | 913770 | 680647 |
| &nbsp;&nbsp;&nbsp;1.88%, 09/10/41 | KRW | 1997200 | 1307227 |
| &nbsp;&nbsp;&nbsp;1.88%, 03/10/51 | KRW | 6016310 | 3654085 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/10/31 | KRW | 4516410 | 3321787 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/10/46 | KRW | 1715380 | 1113242 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/10/49 | KRW | 3841110 | 2433638 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/68 | KRW | 454650 | 261776 |
| &nbsp;&nbsp;&nbsp;2.13%, 06/10/27 | KRW | 1260640 | 975589 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/10/47 | KRW | 3332420 | 2203785 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/10/25 | KRW | 1996790 | 1584447 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/10/25 | KRW | 7071730 | 5587689 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/10/37 | KRW | 1131500 | 814978 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/10/27 | KRW | 3190460 | 2520640 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/10/27 | KRW | 2300000 | 1790538 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/10/28 | KRW | 1000000 | 771846 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/10/31 | KRW | 3013140 | 2284218 |
| &nbsp;&nbsp;&nbsp;2.38%, 09/10/38 | KRW | 760000 | 553237 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/10/52 | KRW | 3085520 | 2163020 |
| &nbsp;&nbsp;&nbsp;2.63%, 06/10/28 | KRW | 1170670 | 920104 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/10/35 | KRW | 1628800 | 1243140 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/10/48 | KRW | 3022850 | 2193419 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/44 | KRW | 1752210 | 1307714 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/10/24 | KRW | 5877140 | 4756485 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/10/24 | KRW | 1520000 | 1240136 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/10/42 | KRW | 2280000 | 1779207 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/10/25 | KRW | 5341990 | 4335954 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/10/27 | KRW | 6000000 | 4897175 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/10/52 | KRW | 2918600 | 2321683 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/10/42 | KRW | 419610 | 342736 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/10/32 | KRW | 2304790 | 1888251 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/10/33 | KRW | 1771260 | 1499905 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/10/31 | KRW | 1750000 | 1502190 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/10/30 | KRW | 160000 | 143456 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/10/27 | KRW | 100000 | 88740 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/10/29 | KRW | 150000 | 138779 |
|  |  |  | 100572515 |
| **Spain — 3.6%** |  |  |  |
| Adif - Alta Velocidad, 1.88%, 01/28/25<sup>(a)</sup> | EUR | 300 | 317721 |
| Adif Alta Velocidad, 0.55%, 10/31/31<sup>(a)</sup> | EUR | 400 | 336256 |
| Autonomous Community of Andalusia Spain |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/30/31<sup>(a)</sup> | EUR | 150 | 128912 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/31/28<sup>(a)</sup> | EUR | 200 | 201945 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 04/30/32<sup>(a)</sup> | EUR | 200 | 198133 |
| Autonomous Community of Catalonia, 4.22%, 04/26/35 | EUR | 200 | 216654 |
| Autonomous Community of Madrid Spain |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.42%, 04/30/30<sup>(a)</sup> | EUR | 530 | 469779 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.42%, 04/30/31<sup>(a)</sup> | EUR | 100 | 85744 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.83%, 07/30/27<sup>(a)</sup> | EUR | 500 | 491229 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/30/24<sup>(a)</sup> | EUR | 250 | 263014 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 04/30/29<sup>(a)</sup> | EUR | 200 | 197257 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.77%, 04/30/28<sup>(a)</sup> | EUR | 235 | 237827 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.83%, 04/30/25<sup>(a)</sup> | EUR | 250 | 264245 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Spain (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 09/15/26 | EUR | 200 | $225862 |
| Basque Government |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 04/30/32<sup>(a)</sup> | EUR | 100 | 83846 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/30/28<sup>(a)</sup> | EUR | 200 | 199838 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/30/33<sup>(a)</sup> | EUR | 100 | 93253 |
| Instituto de Credito Oficial, 2.65%, 01/31/28<sup>(a)</sup> | EUR | 500 | 531519 |
| Spain Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/31/24<sup>(c)</sup> | EUR | 380 | 398580 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/31/25<sup>(c)</sup> | EUR | 3880 | 3990785 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/31/26<sup>(c)</sup> | EUR | 5335 | 5326845 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/31/27<sup>(c)</sup> | EUR | 612 | 593706 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/31/28<sup>(c)</sup> | EUR | 1717 | 1616769 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 04/30/31<sup>(e)</sup> | EUR | 3660 | 3120308 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/30/24<sup>(e)</sup> | EUR | 3769 | 3950001 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/30/30<sup>(e)</sup> | EUR | 3549 | 3234641 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/31/31<sup>(e)</sup> | EUR | 2520 | 2190407 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 10/31/29<sup>(e)</sup> | EUR | 1275 | 1187195 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/30/32 | EUR | 3620 | 3154487 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 07/30/27<sup>(e)</sup> | EUR | 6874 | 6826352 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 07/30/37<sup>(e)</sup> | EUR | 2496 | 1880854 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/30/42<sup>(e)</sup> | EUR | 2760 | 1921002 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/31/50<sup>(e)</sup> | EUR | 3300 | 1971815 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/31/40<sup>(e)</sup> | EUR | 2640 | 1966404 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/31/30<sup>(e)</sup> | EUR | 3929 | 3744876 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 10/31/26<sup>(e)</sup> | EUR | 2510 | 2584724 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 04/30/28<sup>(e)</sup> | EUR | 2779 | 2798952 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 07/30/28<sup>(e)</sup> | EUR | 3301 | 3314544 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 10/31/27<sup>(e)</sup> | EUR | 2636 | 2685847 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/30/29<sup>(e)</sup> | EUR | 4363 | 4342244 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 10/31/71<sup>(e)</sup> | EUR | 930 | 500904 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 04/30/27<sup>(e)</sup> | EUR | 4315 | 4442803 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/30/25<sup>(e)</sup> | EUR | 6900 | 7306377 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/30/35<sup>(e)</sup> | EUR | 2845 | 2598660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 10/31/52<sup>(e)</sup> | EUR | 1400 | 1030979 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 04/30/26<sup>(e)</sup> | EUR | 4638 | 4906366 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 07/30/30<sup>(e)</sup> | EUR | 4847 | 4888808 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 10/31/25<sup>(e)</sup> | EUR | 6099 | 6521192 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 07/30/33<sup>(e)</sup> | EUR | 2182 | 2170671 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 10/31/32<sup>(e)</sup> | EUR | 5000 | 5109607 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 10/31/48<sup>(e)</sup> | EUR | 2288 | 2111081 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/31/24<sup>(e)</sup> | EUR | 3257 | 3540742 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 10/31/46<sup>(e)</sup> | EUR | 3328 | 3230183 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/30/43 | EUR | 520 | 545871 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 07/30/66<sup>(e)</sup> | EUR | 2028 | 2071685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/30/24<sup>(e)</sup> | EUR | 1285 | 1413431 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/31/37<sup>(e)</sup> | EUR | 3130 | 3662787 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/30/25<sup>(e)</sup> | EUR | 2978 | 3377978 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/30/41<sup>(e)</sup> | EUR | 2194 | 2745255 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/30/40<sup>(e)</sup> | EUR | 2152 | 2748898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/31/28<sup>(e)</sup> | EUR | 2101 | 2544331 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/31/44<sup>(e)</sup> | EUR | 1920 | 2575283 |
| &nbsp;&nbsp;&nbsp;5.75%, 07/30/32 | EUR | 2862 | 3767530 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/31/29 | EUR | 3123 | 3966985 |
|  |  |  | 145122779 |
| **Supranational — 2.1%** |  |  |  |
| African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 10/07/26 | EUR | 150 | 147320 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/21/24 | EUR | 300 | 309518 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/21/29 | EUR | 300 | 282484 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |  |
| Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 12/15/26 | GBP | 500 | $534132 |
| &nbsp;&nbsp;&nbsp;0.35%, 07/16/25 | EUR | 330 | 336169 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/28 | CAD | 200 | 137031 |
| Council of Europe Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/09/27<sup>(a)(c)</sup> | EUR | 400 | 386025 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/10/24<sup>(a)</sup> | EUR | 320 | 335493 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/09/25<sup>(a)</sup> | EUR | 50 | 51541 |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.15%, 10/10/34<sup>(a)</sup> | EUR | 480 | 374639 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/09/24<sup>(a)</sup> | EUR | 100 | 105442 |
| European Financial Stability Facility |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/19/24<sup>(a)(c)</sup> | EUR | 900 | 944738 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/15/25<sup>(a)(c)</sup> | EUR | 1900 | 1915686 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/20/31<sup>(a)(c)</sup> | EUR | 1350 | 1172170 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 10/17/29<sup>(a)</sup> | EUR | 570 | 515911 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 01/18/52<sup>(a)</sup> | EUR | 305 | 140710 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 01/17/24<sup>(a)</sup> | EUR | 300 | 317854 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/11/24<sup>(a)</sup> | EUR | 350 | 364567 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 02/17/25<sup>(a)</sup> | EUR | 975 | 1007842 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/16/26<sup>(a)</sup> | EUR | 900 | 904280 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/20/50<sup>(a)</sup> | EUR | 610 | 378327 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/03/27<sup>(a)</sup> | EUR | 540 | 539850 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/10/35<sup>(a)</sup> | EUR | 1270 | 1075288 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 02/14/28<sup>(a)</sup> | EUR | 1030 | 1021987 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 02/17/45<sup>(a)</sup> | EUR | 450 | 346459 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/24/33<sup>(a)</sup> | EUR | 1210 | 1119002 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 05/31/47<sup>(a)</sup> | EUR | 1060 | 830739 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 09/05/40<sup>(a)</sup> | EUR | 450 | 381174 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 02/13/43<sup>(a)</sup> | EUR | 910 | 784510 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/27/24<sup>(a)</sup> | EUR | 100 | 106909 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/17/53<sup>(a)</sup> | EUR | 380 | 304480 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 07/10/48<sup>(a)</sup> | EUR | 200 | 168445 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/28/56<sup>(a)</sup> | EUR | 250 | 213900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/19/24<sup>(a)</sup> | EUR | 50 | 53894 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 07/29/44<sup>(a)</sup> | EUR | 200 | 194152 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/03/29<sup>(a)</sup> | EUR | 180 | 195071 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/03/37<sup>(a)</sup> | EUR | 560 | 627543 |
| European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/15/24<sup>(c)</sup> | EUR | 250 | 263090 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/25/25<sup>(c)</sup> | EUR | 400 | 408860 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/13/26<sup>(a)(c)</sup> | EUR | 1460 | 1456816 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/22/26<sup>(a)(c)</sup> | EUR | 825 | 806375 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/17/27<sup>(c)</sup> | EUR | 750 | 722615 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/28/28<sup>(a)(c)</sup> | EUR | 561 | 529233 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/09/30<sup>(a)(c)</sup> | EUR | 1010 | 889398 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 01/14/31<sup>(a)(c)</sup> | EUR | 500 | 434817 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/35<sup>(a)(c)</sup> | EUR | 650 | 482951 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/15/41<sup>(a)(c)</sup> | EUR | 340 | 212394 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 05/24/24<sup>(a)</sup> | EUR | 1000 | 1046697 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 11/15/29<sup>(a)</sup> | EUR | 939 | 850038 |
| &nbsp;&nbsp;&nbsp;0.05%, 01/16/30 | EUR | 800 | 720581 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 10/13/34<sup>(a)</sup> | EUR | 500 | 387727 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.05%, 01/27/51<sup>(a)</sup> | EUR | 200 | 94491 |
| &nbsp;&nbsp;&nbsp;0.10%, 10/15/26 | EUR | 100 | 98641 |
| &nbsp;&nbsp;&nbsp;0.13%, 04/15/25 | EUR | 150 | 153608 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/14/26<sup>(a)</sup> | GBP | 200 | 213902 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/20/29<sup>(a)</sup> | EUR | 850 | 782518 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 07/15/24<sup>(a)</sup> | EUR | 700 | 731258 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/14/24<sup>(a)</sup> | EUR | 634 | $659767 |
| &nbsp;&nbsp;&nbsp;0.25%, 09/14/29 | EUR | 450 | 415121 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/15/40<sup>(a)</sup> | EUR | 350 | 236608 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/16/25 | EUR | 1400 | 1433719 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/14/26<sup>(a)</sup> | EUR | 530 | 533851 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 05/15/26<sup>(a)</sup> | EUR | 510 | 512896 |
| &nbsp;&nbsp;&nbsp;0.50%, 01/15/27 | EUR | 1691 | 1683066 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/13/37 | EUR | 375 | 285556 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/22/29<sup>(a)</sup> | EUR | 610 | 584982 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/15/24<sup>(a)</sup> | GBP | 790 | 920559 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/22/27<sup>(a)</sup> | GBP | 500 | 539779 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/13/24<sup>(a)</sup> | EUR | 500 | 525827 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/15/26<sup>(a)</sup> | GBP | 300 | 336742 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/14/28<sup>(a)</sup> | EUR | 400 | 397627 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/21/26<sup>(a)</sup> | GBP | 440 | 490921 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/14/31<sup>(a)</sup> | EUR | 520 | 490594 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/14/32<sup>(a)</sup> | EUR | 690 | 636773 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/14/42<sup>(a)</sup> | EUR | 440 | 331810 |
| &nbsp;&nbsp;&nbsp;1.13%, 11/15/32 | EUR | 450 | 416104 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/13/33<sup>(a)</sup> | EUR | 600 | 549026 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/15/36<sup>(a)</sup> | EUR | 950 | 813304 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/12/25<sup>(a)</sup> | SEK | 1000 | 91948 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/07/25<sup>(a)</sup> | GBP | 800 | 935338 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/15/32<sup>(a)</sup> | EUR | 500 | 482146 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/15/47 | EUR | 50 | 40203 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/16/48 | EUR | 480 | 379174 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/45<sup>(a)</sup> | EUR | 500 | 430859 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 01/22/25<sup>(a)</sup> | CAD | 500 | 360956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/14/33<sup>(a)</sup> | EUR | 1000 | 1091281 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/03/28 | AUD | 750 | 512193 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/27<sup>(a)</sup> | EUR | 150 | 167451 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/08/37<sup>(a)</sup> | GBP | 570 | 693188 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/30 | EUR | 900 | 1054117 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/37 | EUR | 350 | 420512 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/07/29<sup>(a)</sup> | GBP | 240 | 306891 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/39 | GBP | 40 | 54806 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/07/32 | GBP | 300 | 423713 |
| European Stability Mechanism |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/14/25<sup>(a)(c)</sup> | EUR | 620 | 634515 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/04/30<sup>(a)(c)</sup> | EUR | 800 | 713571 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/15/31<sup>(a)(c)</sup> | EUR | 420 | 357548 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 04/22/24<sup>(a)</sup> | EUR | 400 | 420205 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/02/26<sup>(a)</sup> | EUR | 1100 | 1114606 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/05/29<sup>(a)</sup> | EUR | 660 | 625390 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/15/27<sup>(a)</sup> | EUR | 750 | 751104 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/05/28<sup>(a)</sup> | EUR | 1390 | 1351578 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/18/42<sup>(a)</sup> | EUR | 80 | 58339 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/23/25<sup>(a)</sup> | EUR | 500 | 518696 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 06/23/27<sup>(a)</sup> | EUR | 716 | 720074 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 05/03/32<sup>(a)</sup> | EUR | 150 | 139885 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 05/23/33<sup>(a)</sup> | EUR | 600 | 552594 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/17/36<sup>(a)</sup> | EUR | 100 | 90980 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/20/45<sup>(a)</sup> | EUR | 310 | 265252 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 11/02/46<sup>(a)</sup> | EUR | 660 | 569029 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 12/01/55<sup>(a)</sup> | EUR | 420 | 343320 |
| European Union |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/04/25<sup>(a)(c)</sup> | EUR | 658 | 662910 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/02/28<sup>(a)(c)</sup> | EUR | 800 | 749412 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/04/29<sup>(a)(c)</sup> | EUR | 800 | 727860 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/04/30<sup>(a)(c)</sup> | EUR | 1500 | 1318262 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/04/31<sup>(a)(c)</sup> | EUR | 2377 | $2041535 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/04/35<sup>(a)(c)</sup> | EUR | 1645 | 1235329 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 10/04/40<sup>(a)</sup> | EUR | 950 | 611465 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.20%, 06/04/36<sup>(a)</sup> | EUR | 1710 | 1279754 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 04/22/36<sup>(a)</sup> | EUR | 800 | 609169 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 11/04/50<sup>(a)</sup> | EUR | 1612 | 850236 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 05/02/46<sup>(a)</sup> | EUR | 1100 | 679981 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/04/25<sup>(a)</sup> | EUR | 1480 | 1529354 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 07/06/51<sup>(a)</sup> | EUR | 1810 | 1092117 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/04/31<sup>(a)</sup> | EUR | 180 | 166356 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/04/47<sup>(a)</sup> | EUR | 630 | 417518 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/06/32<sup>(a)</sup> | EUR | 1100 | 1010279 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 04/04/36<sup>(a)</sup> | EUR | 100 | 87156 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/04/37<sup>(a)</sup> | EUR | 400 | 335499 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/04/33<sup>(a)</sup> | EUR | 760 | 703472 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/04/35<sup>(a)</sup> | EUR | 60 | 55205 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/04/24<sup>(a)</sup> | EUR | 270 | 289864 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/04/27<sup>(a)</sup> | EUR | 250 | 268453 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/04/28 | EUR | 500 | 546880 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/04/32<sup>(a)</sup> | EUR | 150 | 169382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/04/42<sup>(a)</sup> | EUR | 280 | 330489 |
| Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 08/27/27 | CAD | 200 | 134325 |
| &nbsp;&nbsp;&nbsp;1.00%, 08/04/28 | AUD | 200 | 118944 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/15/25 | GBP | 200 | 228997 |
| &nbsp;&nbsp;&nbsp;1.38%, 12/15/24 | GBP | 100 | 117324 |
| &nbsp;&nbsp;&nbsp;1.70%, 10/10/24 | CAD | 200 | 144267 |
| &nbsp;&nbsp;&nbsp;1.95%, 04/23/24 | AUD | 500 | 345104 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/14/27<sup>(a)</sup> | AUD | 100 | 66499 |
| International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/21/30<sup>(c)</sup> | EUR | 500 | 444655 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/03/51 | EUR | 200 | 101314 |
| &nbsp;&nbsp;&nbsp;0.20%, 01/21/61 | EUR | 230 | 96495 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/21/29 | EUR | 500 | 462800 |
| &nbsp;&nbsp;&nbsp;0.25%, 01/10/50 | EUR | 120 | 64659 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/18/26 | AUD | 100 | 63389 |
| &nbsp;&nbsp;&nbsp;0.63%, 12/15/23 | GBP | 200 | 239575 |
| &nbsp;&nbsp;&nbsp;0.63%, 11/22/27 | EUR | 200 | 196211 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/12/33<sup>(a)</sup> | EUR | 60 | 52361 |
| &nbsp;&nbsp;&nbsp;0.88%, 12/13/24 | GBP | 300 | 349002 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/21/29 | GBP | 400 | 411052 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/28 | GBP | 500 | 534157 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/26/24 | CAD | 500 | 363023 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/16/25 | CAD | 940 | 678428 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/26/25 | AUD | 510 | 351423 |
| International Development Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 04/22/36<sup>(a)</sup> | EUR | 200 | 155369 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/21/28<sup>(a)</sup> | GBP | 300 | 311573 |
| International Finance Corp., 3.15%, 06/26/29<sup>(a)</sup> | AUD | 580 | 384096 |
| Nordic Investment Bank, 0.00%, 04/30/27<sup>(a)(c)</sup> | EUR | 300 | 289741 |
|  |  |  | 83850106 |
| **Sweden — 0.3%** |  |  |  |
| Kommuninvest I Sverige AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/22/23<sup>(a)</sup> | SEK | 2000 | 191072 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/13/23<sup>(a)</sup> | SEK | 5000 | 470725 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/12/25<sup>(a)</sup> | SEK | 13000 | 1187734 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/12/26<sup>(a)</sup> | SEK | 5000 | 443252 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Sweden (continued)** |  |  |  |
| Svensk Exportkredit AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/15/25<sup>(a)</sup> | GBP | 200 | $220468 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/15/23<sup>(a)</sup> | GBP | 200 | 240980 |
| Sweden Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 05/12/31 | SEK | 20605 | 1681880 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/24/45<sup>(e)</sup> | SEK | 2760 | 195187 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/12/28<sup>(e)</sup> | SEK | 27100 | 2408825 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/12/29<sup>(e)</sup> | SEK | 8290 | 725296 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 11/12/26<sup>(a)(e)</sup> | SEK | 25235 | 2303451 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/01/32<sup>(a)(e)</sup> | SEK | 10730 | 1043994 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/12/25 | SEK | 22400 | 2141662 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/39 | SEK | 6380 | 740195 |
|  |  |  | 13994721 |
| **Switzerland — 1.0%** |  |  |  |
| Agricultural Development Bank of China |  |  |  |
| &nbsp;&nbsp;&nbsp;2.12%, 10/13/24 | CNY | 10700 | 1570332 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/22/25 | CNY | 15000 | 2198625 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/24/27 | CNY | 13000 | 1889910 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/25 | CNY | 5000 | 736508 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/05/31 | CNY | 7000 | 1051738 |
| &nbsp;&nbsp;&nbsp;3.74%, 07/12/29 | CNY | 5000 | 770510 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/06/27 | CNY | 15000 | 2298789 |
| Canton of Zurich, 0.00%, 11/10/33<sup>(a)(c)</sup> | CHF | 300 | 275889 |
| China Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;2.69%, 06/16/27 | CNY | 15000 | 2204308 |
| &nbsp;&nbsp;&nbsp;2.77%, 10/24/32 | CNY | 48100 | 6953588 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/25/26 | CNY | 15000 | 2233389 |
| Export-Import Bank of China (The) |  |  |  |
| &nbsp;&nbsp;&nbsp;2.74%, 09/05/29 | CNY | 2000 | 292099 |
| &nbsp;&nbsp;&nbsp;2.82%, 06/17/27 | CNY | 6650 | 980147 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/19/32 | CNY | 7000 | 1018131 |
| Swiss Confederation Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/22/29<sup>(a)(c)</sup> | CHF | 6582 | 6681359 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/26/34<sup>(a)(c)</sup> | CHF | 5540 | 5214499 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/24/39<sup>(a)(c)</sup> | CHF | 3870 | 3381040 |
|  |  |  | 39750861 |
| **Thailand — 0.6%** |  |  |  |
| Thailand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 06/17/27 | THB | 61190 | 1772786 |
| &nbsp;&nbsp;&nbsp;1.59%, 12/17/35 | THB | 50000 | 1327689 |
| &nbsp;&nbsp;&nbsp;1.60%, 12/17/29 | THB | 33180 | 965487 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/17/35 | THB | 31330 | 840453 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/17/31 | THB | 47120 | 1381839 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/17/42 | THB | 35790 | 918473 |
| &nbsp;&nbsp;&nbsp;2.13%, 12/17/26 | THB | 36520 | 1113722 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/17/26 | THB | 61380 | 1890061 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/17/52 | THB | 26420 | 718446 |
| &nbsp;&nbsp;&nbsp;2.88%, 12/17/28 | THB | 92885 | 2927552 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/17/46 | THB | 43902 | 1259991 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/17/38 | THB | 54402 | 1718203 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/17/36 | THB | 28875 | 936124 |
| &nbsp;&nbsp;&nbsp;3.58%, 12/17/27 | THB | 14000 | 453815 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/17/67 | THB | 38050 | 1075728 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/20/31 | THB | 31080 | 1026732 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/14/41 | THB | 2000 | 67809 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/12/25 | THB | 29633 | 948947 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/17/66 | THB | 9000 | 278746 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 12/12/37<sup>(a)</sup> | THB | 35800 | 1222373 |
| &nbsp;&nbsp;&nbsp;4.68%, 06/29/44 | THB | 17120 | 645711 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Par <br> (000)* | *Value* |
| **Thailand (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 06/17/61 | THB | 4500 | $162983 |
|  |  |  | 23653670 |
| **United Kingdom — 5.6%** |  |  |  |
| LCR Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/07/28<sup>(a)</sup> | GBP | 150 | 191269 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/07/38<sup>(a)</sup> | GBP | 200 | 254791 |
| Transport for London, 3.88%, 07/23/42<sup>(a)</sup> | GBP | 250 | 262945 |
| United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/30/26<sup>(a)</sup> | GBP | 4840 | 5456874 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/31/28<sup>(a)</sup> | GBP | 5929 | 6266928 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 01/31/25<sup>(a)</sup> | GBP | 9800 | 11323664 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/31/31<sup>(a)</sup> | GBP | 4500 | 4288245 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/22/26<sup>(a)</sup> | GBP | 5230 | 5796639 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/22/30<sup>(a)</sup> | GBP | 6627 | 6562138 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/31/29<sup>(a)</sup> | GBP | 2000 | 2089359 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/22/61<sup>(a)</sup> | GBP | 2225 | 1013956 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/07/25<sup>(a)</sup> | GBP | 8941 | 10392067 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/31/35<sup>(a)</sup> | GBP | 3020 | 2623259 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/22/50<sup>(a)</sup> | GBP | 5109 | 2968921 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/22/29<sup>(a)</sup> | GBP | 3780 | 3998800 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/31/33<sup>(a)</sup> | GBP | 3420 | 3259741 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/31/46<sup>(a)</sup> | GBP | 4355 | 2987451 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/31/32<sup>(a)</sup> | GBP | 8470 | 8522848 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/31/39<sup>(a)</sup> | GBP | 3331 | 2822276 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/22/73<sup>(a)</sup> | GBP | 1510 | 844200 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/22/27<sup>(a)</sup> | GBP | 8230 | 9324091 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/22/41<sup>(a)</sup> | GBP | 7902 | 6471888 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/31/51<sup>(a)</sup> | GBP | 3720 | 2612529 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/22/26<sup>(a)</sup> | GBP | 6600 | 7682285 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/22/47<sup>(a)</sup> | GBP | 3462 | 2729338 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/31/53<sup>(a)</sup> | GBP | 2690 | 1989686 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/28<sup>(a)</sup> | GBP | 5600 | 6335969 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/54<sup>(a)</sup> | GBP | 2850 | 2164355 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/22/71<sup>(a)</sup> | GBP | 3289 | 2311341 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/07/37<sup>(a)</sup> | GBP | 4717 | 4547081 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/22/49<sup>(a)</sup> | GBP | 4245 | 3506252 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/22/57<sup>(a)</sup> | GBP | 3877 | 3021524 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/07/25<sup>(a)</sup> | GBP | 5145 | 6156019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/22/65<sup>(a)</sup> | GBP | 2713 | 2566873 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/07/24<sup>(a)</sup> | GBP | 3936 | 4801447 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/22/44<sup>(a)</sup> | GBP | 3320 | 3768112 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/22/45<sup>(a)</sup> | GBP | 3553 | 4181404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/22/68<sup>(a)</sup> | GBP | 3164 | 3830406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/29/38<sup>(a)</sup> | GBP | 1590 | 1963269 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/22/52<sup>(a)</sup> | GBP | 3911 | 4835995 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/22/60<sup>(a)</sup> | GBP | 3560 | 4721538 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/29/27<sup>(a)</sup> | GBP | 1000 | 1263510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/27<sup>(a)</sup> | GBP | 5604 | 7220341 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/07/32<sup>(a)</sup> | GBP | 3230 | 4273713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/07/36<sup>(a)</sup> | GBP | 3328 | 4374824 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/07/39<sup>(a)</sup> | GBP | 2276 | 2977354 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/40<sup>(a)</sup> | GBP | 3155 | 4126714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/46<sup>(a)</sup> | GBP | 2732 | 3598459 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/49<sup>(a)</sup> | GBP | 3357 | 4463521 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/07/55<sup>(a)</sup> | GBP | 3707 | 5038068 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/07/34<sup>(a)</sup> | GBP | 5045 | 6817068 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/07/42<sup>(a)</sup> | GBP | 2845 | 3858764 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/07/30<sup>(a)</sup> | GBP | 2209 | 3001692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/07/38<sup>(a)</sup> | GBP | 2042 | 2828384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/07/25<sup>(a)</sup> | GBP | 2004 | 2559123 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Par/<br> Shares <br> (000)* | *Value* |
| **United Kingdom (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/07/28<sup>(a)</sup> | GBP | 518 | $728450 |
|  |  |  | 228577758 |
| **United States — 0.0%** |  |  |  |
| International Development Association, 2.50%, 01/15/38<sup>(a)</sup> | EUR | 650 | 663168 |
| Jersey International Bond, 2.88%, 05/06/52(Call 11/06/51)<sup>(a)</sup> | GBP | 100 | 89448 |
|  |  |  | 752616 |
| **Total Foreign Government Obligations — 78.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $3,606,002,363)** |  |  | 3198372226 |
| **Total Long-Term Investments — 98.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $4,539,676,534)** |  |  | 4023296208 |
| **Short-Term Securities** |  |  |  |
| **Money Market Funds — 0.2%** |  |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(f)(g)</sup> |  | 9580 | 9580000 |
| **Total Short-Term Securities — 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $9,580,000)** |  |  | 9580000 |
| **Total Investments — 98.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $4,549,256,534)** |  |  | 4032876208 |
| **Other Assets Less Liabilities — 1.1%** |  |  | 43984623 |
| **Net Assets — 100.0%** |  |  | $4076860831 |

---

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

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

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

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

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 01/31/23* | *Shares<br> Held at<br> 01/31/23<br> *(000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Treasury, SL Agency Shares | $– $| 9580000 <sup>(a)</sup> | $– $|  | $— | $9580000 | 9580 | $71021 | $92 |

---

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

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

**Forward Foreign Currency Exchange Contracts**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | Currency Sold | Currency Sold | *Counterparty* | *Settlement Date* | *Unrealized<br> Appreciation<br> (Depreciation)* |
| AUD | 3880000 | USD | 2634210 | Deutsche Bank Securities Inc. | 02/02/23 | $104488 |
| AUD | 179660000 | USD | 126119389 | JPMorgan Chase Bank N.A. | 02/02/23 | 693586 |
| CAD | 62050000 | USD | 46152702 | Bank of New York | 02/02/23 | 482394 |
| CAD | 71100000 | USD | 52967593 | Deutsche Bank Securities Inc. | 02/02/23 | 469237 |
| CAD | 62050000 | USD | 46261090 | JPMorgan Chase Bank N.A. | 02/02/23 | 374006 |
| CAD | 68760000 | USD | 51216734 | Morgan Stanley & Co. International PLC | 02/02/23 | 461415 |
| CAD | 62050000 | USD | 46197083 | UBS AG | 02/02/23 | 438013 |
| CHF | 40100000 | USD | 43264822 | State Street Bank and Trust Co. | 02/02/23 | 536380 |
| CZK | 269460000 | USD | 12257319 | JPMorgan Chase Bank N.A. | 02/02/23 | 63133 |
| DKK | 119955000 | USD | 17468327 | State Street Bank and Trust Co. | 02/02/23 | 62034 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br> Appreciation<br> (Depreciation)* |
| EUR | 329065000 | USD | 356476115 | Bank of New York | 02/02/23 | $1267005 |
| EUR | 351875000 | USD | 381529608 | Deutsche Bank Securities Inc. | 02/02/23 | 1011410 |
| EUR | 329065000 | USD | 357167151 | JPMorgan Chase Bank N.A. | 02/02/23 | 575968 |
| EUR | 383065000 | USD | 414917508 | Morgan Stanley & Co. International PLC | 02/02/23 | 1531728 |
| EUR | 9430000 | USD | 10097537 | State Street Bank and Trust Co. | 02/02/23 | 154291 |
| EUR | 348485000 | USD | 377433334 | UBS AG | 02/02/23 | 1422245 |
| GBP | 307165000 | USD | 377728020 | JPMorgan Chase Bank N.A. | 02/02/23 | 960203 |
| ILS | 37725000 | USD | 10855084 | UBS AG | 02/02/23 | 74471 |
| JPY | 1462720000 | USD | 11126240 | Deutsche Bank Securities Inc. | 02/02/23 | 111190 |
| JPY | 688480000 | USD | 5237105 | Morgan Stanley & Co. International PLC | 02/02/23 | 52182 |
| NOK | 90260000 | USD | 8963079 | Deutsche Bank Securities Inc. | 02/02/23 | 79559 |
| NZD | 21600000 | USD | 13889016 | Morgan Stanley & Co. International PLC | 02/02/23 | 73221 |
| PLN | 53635000 | USD | 12337259 | Morgan Stanley & Co. International PLC | 02/02/23 | 44716 |
| RON | 27895000 | USD | 6137514 | Morgan Stanley & Co. International PLC | 02/02/23 | 28149 |
| SEK | 328390000 | USD | 31399640 | Deutsche Bank Securities Inc. | 02/02/23 | 2402 |
| SGD | 22740000 | USD | 17261796 | State Street Bank and Trust Co. | 02/02/23 | 46774 |
| THB | 872805000 | USD | 26395845 | UBS AG | 02/02/23 | 44779 |
| USD | 9178551 | NOK | 90260000 | JPMorgan Chase Bank N.A. | 02/02/23 | 135912 |
| USD | 31542738 | SEK | 328390000 | Morgan Stanley & Co. International PLC | 02/02/23 | 140695 |
| CAD | 7200000 | USD | 5412248 | Citibank N.A. | 03/02/23 | 112 |
| CNY | 175000000 | USD | 25947453 | State Street Bank & Trust Company | 03/02/23 | 18865 |
| JPY | 657550000 | USD | 5070777 | Citibank N.A. | 03/02/23 | 102 |
| USD | 341607215 | GBP | 276125000 | JPMorgan Chase Bank N.A. | 03/02/23 | 977891 |
| USD | 6378399 | HUF | 2315705000 | JPMorgan Chase Bank N.A. | 03/02/23 | 4356 |
| USD | 92084560 | JPY | 11930540000 | Bank of New York | 03/02/23 | 78896 |
| USD | 92253911 | JPY | 11930535000 | Deutsche Bank Securities Inc. | 03/02/23 | 248286 |
| USD | 92203867 | JPY | 11930535000 | JPMorgan Chase Bank N.A. | 03/02/23 | 198242 |
| USD | 92109902 | JPY | 11930535000 | Morgan Stanley & Co. International PLC | 03/02/23 | 104277 |
| USD | 92013289 | JPY | 11930535000 | UBS AG | 03/02/23 | 7664 |
| USD | 25998440 | MXN | 491680000 | Morgan Stanley & Co. International PLC | 03/02/23 | 16824 |
| MYR | 10120000 | USD | 2379777 | Morgan Stanley & Co. International PLC | 03/15/23 | 2465 |
|  |  |  |  |  |  | 13099566 |
| CNY | 5167450297 | USD | 764981539 | State Street Bank & Trust Company | 02/02/23 | (220767) |
| GBP | 276125000 | USD | 341400950 | JPMorgan Chase Bank N.A. | 02/02/23 | (980376) |
| HUF | 2315705000 | USD | 6440708 | JPMorgan Chase Bank N.A. | 02/02/23 | (4512) |
| JPY | 11930540000 | USD | 91738101 | Bank of New York | 02/02/23 | (81050) |
| JPY | 11930535000 | USD | 91907673 | Deutsche Bank Securities Inc. | 02/02/23 | (250660) |
| JPY | 11930535000 | USD | 91858138 | JPMorgan Chase Bank N.A. | 02/02/23 | (201126) |
| JPY | 11930535000 | USD | 91764170 | Morgan Stanley & Co. International PLC | 02/02/23 | (107157) |
| JPY | 1327040000 | USD | 10355042 | State Street Bank and Trust Co. | 02/02/23 | (159981) |
| JPY | 11930535000 | USD | 91667576 | UBS AG | 02/02/23 | (10564) |
| MXN | 491680000 | USD | 26127759 | Morgan Stanley & Co. International PLC | 02/02/23 | (16928) |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br> Appreciation<br> (Depreciation)* |
| USD | 124956785 | AUD | 183540000 | JPMorgan Chase Bank N.A. | 02/02/23 | $(4594887) |
| USD | 48177459 | CAD | 65200000 | Bank of New York | 02/02/23 | (825091) |
| USD | 48152481 | CAD | 65200000 | Deutsche Bank Securities Inc. | 02/02/23 | (850069) |
| USD | 48120283 | CAD | 65200000 | Morgan Stanley & Co. International PLC | 02/02/23 | (882267) |
| USD | 48196315 | CAD | 65210000 | State Street Bank and Trust Co. | 02/02/23 | (813751) |
| USD | 48179345 | CAD | 65200000 | UBS AG | 02/02/23 | (823205) |
| USD | 43644905 | CHF | 40100000 | Deutsche Bank Securities Inc. | 02/02/23 | (156297) |
| USD | 744269312 | CNY | 5167450297 | State Street Bank & Trust Company | 02/02/23 | (20491460) |
| USD | 11888333 | CZK | 269460000 | Societe Generale | 02/02/23 | (432119) |
| USD | 17263889 | DKK | 119955000 | State Street Bank and Trust Co. | 02/02/23 | (266472) |
| USD | 372306776 | EUR | 348055000 | Bank of New York | 02/02/23 | (6081328) |
| USD | 11377442 | EUR | 10710000 | Citibank N.A. | 02/02/23 | (265938) |
| USD | 372188090 | EUR | 348055000 | Deutsche Bank Securities Inc. | 02/02/23 | (6200014) |
| USD | 372431032 | EUR | 348055000 | Morgan Stanley & Co. International PLC | 02/02/23 | (5957072) |
| USD | 373005671 | EUR | 348055000 | State Street Bank and Trust Co. | 02/02/23 | (5382433) |
| USD | 371879365 | EUR | 348055000 | UBS AG | 02/02/23 | (6508739) |
| USD | 711944076 | GBP | 583290000 | JPMorgan Chase Bank N.A. | 02/02/23 | (7164722) |
| USD | 6114002 | HUF | 2315705000 | UBS AG | 02/02/23 | (322194) |
| USD | 10766338 | ILS | 37725000 | UBS AG | 02/02/23 | (163218) |
| USD | 95407238 | JPY | 12509320000 | Bank of New York | 02/02/23 | (696323) |
| USD | 4419292 | JPY | 584320000 | Citibank N.A. | 02/02/23 | (69779) |
| USD | 95269545 | JPY | 12509320000 | Deutsche Bank Securities Inc. | 02/02/23 | (834016) |
| USD | 95265555 | JPY | 12509320000 | Morgan Stanley & Co. International PLC | 02/02/23 | (838006) |
| USD | 95403964 | JPY | 12509320000 | State Street Bank and Trust Co. | 02/02/23 | (699597) |
| USD | 95177850 | JPY | 12509320000 | UBS AG | 02/02/23 | (925711) |
| USD | 25032370 | MXN | 491680000 | Morgan Stanley & Co. International PLC | 02/02/23 | (1078461) |
| USD | 13716378 | NZD | 21600000 | Deutsche Bank Securities Inc. | 02/02/23 | (245859) |
| USD | 12181788 | PLN | 53635000 | UBS AG | 02/02/23 | (200187) |
| USD | 6008856 | RON | 27895000 | UBS AG | 02/02/23 | (156807) |
| USD | 16970091 | SGD | 22740000 | Societe Generale | 02/02/23 | (338480) |
| USD | 25374473 | THB | 872805000 | JPMorgan Chase Bank N.A. | 02/02/23 | (1066151) |
| AUD | 5330000 | USD | 3766447 | Citibank N.A. | 03/02/23 | (41) |
| CHF | 1190000 | USD | 1303765 | Citibank N.A. | 03/02/23 | (2) |
| EUR | 46830000 | USD | 51004145 | Citibank N.A. | 03/02/23 | (500) |
| THB | 79390000 | USD | 2417479 | Deutsche Bank Securities Inc. | 03/02/23 | (5398) |
| USD | 123619041 | AUD | 175770000 | JPMorgan Chase Bank N.A. | 03/02/23 | (587564) |
| USD | 4119723 | AUD | 5840000 | Morgan Stanley & Co. International PLC | 03/02/23 | (7071) |
| USD | 46160942 | CAD | 62050000 | Bank of New York | 03/02/23 | (483079) |
| USD | 46283364 | CAD | 62050000 | Deutsche Bank Securities Inc. | 03/02/23 | (360657) |
| USD | 46269956 | CAD | 62050000 | JPMorgan Chase Bank N.A. | 03/02/23 | (374066) |
| USD | 53311559 | CAD | 71440000 | Morgan Stanley & Co. International PLC | 03/02/23 | (391082) |
| USD | 46205456 | CAD | 62050000 | UBS AG | 03/02/23 | (438565) |
| USD | 43395873 | CHF | 40100000 | State Street Bank and Trust Co. | 03/02/23 | (537633) |
| USD | 766331553 | CNY | 5167450297 | State Street Bank & Trust Company | 03/02/23 | (409347) |
| USD | 12236195 | CZK | 269460000 | JPMorgan Chase Bank N.A. | 03/02/23 | (63113) |
| USD | 17503451 | DKK | 119955000 | State Street Bank and Trust Co. | 03/02/23 | (61865) |
| USD | 357127663 | EUR | 329065000 | Bank of New York | 03/02/23 | (1264702) |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br> Appreciation<br> (Depreciation)* |
| USD | 357783852 | EUR | 329065000 | Deutsche Bank Securities Inc. | 03/02/23 | $(608513) |
| USD | 357817713 | EUR | 329065000 | JPMorgan Chase Bank N.A. | 03/02/23 | (574652) |
| USD | 402575647 | EUR | 370205000 | Morgan Stanley & Co. International PLC | 03/02/23 | (623251) |
| USD | 357589670 | EUR | 329065000 | UBS AG | 03/02/23 | (802694) |
| USD | 5296934 | GBP | 4300000 | JPMorgan Chase Bank N.A. | 03/02/23 | (7570) |
| USD | 10863549 | ILS | 37725000 | UBS AG | 03/02/23 | (74562) |
| USD | 8974553 | NOK | 90260000 | Deutsche Bank Securities Inc. | 03/02/23 | (79708) |
| USD | 13893617 | NZD | 21600000 | Morgan Stanley & Co. International PLC | 03/02/23 | (73048) |
| USD | 12311455 | PLN | 53635000 | Morgan Stanley & Co. International PLC | 03/02/23 | (44785) |
| USD | 6127948 | RON | 27895000 | Morgan Stanley & Co. International PLC | 03/02/23 | (28844) |
| USD | 31449053 | SEK | 328390000 | Deutsche Bank Securities Inc. | 03/02/23 | (2262) |
| USD | 1088621 | SGD | 1430000 | Morgan Stanley & Co. International PLC | 03/02/23 | (471) |
| USD | 17272048 | SGD | 22740000 | State Street Bank and Trust Co. | 03/02/23 | (46805) |
| USD | 26446312 | THB | 872805000 | UBS AG | 03/02/23 | (71834) |
| KRW | 3370910000 | USD | 2740466 | Citibank N.A. | 03/15/23 | (3262) |
| USD | 3237422 | CLP | 2830640000 | Morgan Stanley & Co. International PLC | 03/15/23 | (295738) |
| USD | 6322869 | COP | 30692470000 | Morgan Stanley & Co. International PLC | 03/15/23 | (197146) |
| USD | 37992328 | IDR | 591673517565 | Deutsche Bank Securities Inc. | 03/15/23 | (1424161) |
| USD | 97264063 | KRW | 125801825000 | Morgan Stanley & Co. International PLC | 03/15/23 | (4887945) |
| USD | 33086223 | MYR | 145050000 | Morgan Stanley & Co. International PLC | 03/15/23 | (1058454) |
| USD | 3939943 | PEN | 15220000 | Morgan Stanley & Co. International PLC | 03/15/23 | (4557) |
|  |  |  |  |  |  | (93258721) |
|  |  |  |  |  |  | $(80159155) |

---

**Fair Value Hierarchy as of Period End**

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

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

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core International Aggregate Bond ETF** |
| January 31, 2023 |  |

---

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $824923982 | $— | $824923982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 3198372226 |  | 3198372226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 9580000 |  |  | 9580000 |
|  | $9580000 | $4023296208 | $— | $4032876208 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Currency Exchange Contracts | $— | $13099566 | $— | $13099566 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Currency Exchange Contracts |  | (93258721) |  | (93258721) |
|  | $— | $(80159155) | $— | (80159155) |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| PJSC | Public Joint Stock Company |
| REIT | Real Estate Investment Trust |

---

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4224295172.39

**Total Liabilities:** $84313210.03

**Net Assets:** $4139981962.36

**Cash Not Reported:** $38913376.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 509.54000000 | **1-Year:** 59781.42000000 | **5-Year:** 500993.85000000 | **10-Year:** 363470.22000000 | **30-Year:** 373327.99000000

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

- **3-Month:** -7.65000000 | **1-Year:** 13168.52000000 | **5-Year:** 110587.82000000 | **10-Year:** 48928.45000000 | **30-Year:** 94.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | 1.77%                | -2.03%               | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10735340.95            | $243096250.07                              |
| Month 2  | $-44694567.81            | $44668706.52                               |
| Month 3  | $-10677579.16            | $151676410.08                              |

**Designated Index Information**

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

- **Index Identifier:** B10CTRUH

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3088000 | PA      | $2250263.51   | 0.05%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $511819.94    | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $158601.71    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $372809.94    | 0.01%             | 2029-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   184350000 | PA      | $1136167.61   | 0.03%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      305000 | PA      | $140709.65    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97843.87     | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                        | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $507835.09    | 0.01%             | 2026-04-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $288188.33    | 0.01%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      650000 | PA      | $209307.29    | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2194000 | PA      | $2745254.92   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                       | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $452594.81    | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259236.20    | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2490000 | PA      | $2581345.15   | 0.06%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8840000 | PA      | $7490160.42   | 0.18%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      957590 | PA      | $1198533.46   | 0.03%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                       | Fresenius Medical Care AG & Co KGaA                                              | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $89880.15     | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1208000 | PA      | $1193033.89   | 0.03%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      940000 | PA      | $678427.72    | 0.02%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $95027.81     | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     9200000 | PA      | $1180348.69   | 0.03%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2611346.06   | 0.06%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $184835.45    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      350000 | PA      | $385987.31    | 0.01%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| China Development Bank                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62900000 | PA      | $10136125.62  | 0.24%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4350000 | PA      | $4654620.50   | 0.11%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4008250 | PA      | $4317698.49   | 0.10%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                     | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      100000 | PA      | $83389.87     | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $376788.91    | 0.01%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6874000 | PA      | $6826351.70   | 0.16%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCK8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $163421.14    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   217150000 | PA      | $1683048.05   | 0.04%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                    | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $502828.77    | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                    | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $364595.43    | 0.01%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   151750000 | PA      | $1091226.65   | 0.03%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                    | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      340000 | PA      | $364190.14    | 0.01%             | 2024-12-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $151018.22    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $184158.92    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $129157.56    | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   108000000 | PA      | $710809.51    | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $2569606.77   | 0.06%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   400000000 | PA      | $572963.81    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $322169.39    | 0.01%             | 2023-08-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                                           | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406141.96    | 0.01%             | 2025-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortum OYJ                                     | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $507927.50    | 0.01%             | 2026-02-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                       | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $86554.56     | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36280.11     | 0.00%             | 2024-07-02      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                   | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $345979.07    | 0.01%             | 2030-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $513471.97    | 0.01%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $303787.85    | 0.01%             | 2025-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2291750000 | PA      | $1639741.73   | 0.04%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      216000 | PA      | $168834.10    | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                 | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $486597.61    | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      310000 | PA      | $327320.63    | 0.01%             | 2024-02-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136647.25    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $801725.12    | 0.02%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1715380000 | PA      | $1113242.35   | 0.03%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5148700000 | PA      | $863001.79    | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5180000 | PA      | $1219581.41   | 0.03%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MMS USA HOLDINGS INC                           | MMS USA Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404567.77    | 0.01%             | 2025-06-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                               | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96026.90     | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $145046.51    | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $538843.88    | 0.01%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |     5300000 | PA      | $517171.60    | 0.01%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302828.98    | 0.01%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $103571.72    | 0.00%             | 2026-03-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      255000 | PA      | $241799.73    | 0.01%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $291060.36    | 0.01%             | 2025-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      280000 | PA      | $246790.95    | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $99324.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 28000000000 | PA      | $1961550.37   | 0.05%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4020000 | PA      | $3007452.42   | 0.07%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAB3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $742903.31    | 0.02%             | 2023-09-08      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      495000 | PA      | $394994.33    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $212668.35    | 0.01%             | 2024-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $359237.95    | 0.01%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    34800000 | PA      | $5848832.98   | 0.14%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $1842678.32   | 0.04%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                            | Syngenta Finance NV                                                              | CUSIP: 000000000<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209591.71    | 0.01%             | 2026-04-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1250000 | PA      | $1317191.33   | 0.03%             | 2024-11-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $384838.17    | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                       | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $296469.15    | 0.01%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                      | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $253114.69    | 0.01%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                         | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $221455.78    | 0.01%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      570000 | PA      | $693188.26    | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                       | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $174615.91    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                          | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $391426.30    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    77000000 | PA      | $673008.34    | 0.02%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1066150.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      579000 | PA      | $536054.46    | 0.01%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200357.46    | 0.00%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209219.90    | 0.01%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                         | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $186668.06    | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $392122.07    | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1107575.70   | 0.03%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1892000 | PA      | $1128390.18   | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                       | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $92199.04     | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   723650000 | PA      | $5417770.99   | 0.13%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCG7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67281.20     | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU INC                                         | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149679.46    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $217049.56    | 0.01%             | 2023-03-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $459255.78    | 0.01%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND MTGE BNK                       | Bank of Ireland Mortgage Bank                                                    | CUSIP: 000000000<br>LEI: 635400LWGWFFKITHYD44 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $102805.28    | 0.00%             | 2025-03-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $205390.96    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $261108.50    | 0.01%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IN'LI                                          | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $91023.83     | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70318.29     | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      450000 | PA      | $594671.13    | 0.01%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   716100000 | PA      | $5509621.08   | 0.13%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $81561.28     | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $333790.31    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    23000000 | PA      | $3427729.97   | 0.08%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $205354.00    | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      831000 | PA      | $874792.47    | 0.02%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $274614.17    | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $93012.23     | 0.00%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                       | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $57114.73     | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                       | Toyota Credit Canada Inc                                                         | CUSIP: 892329BL6<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144251.63    | 0.00%             | 2024-10-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $4031434.30   | 0.10%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4451860.68   | 0.11%             | 2024-11-11      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2890000 | PA      | $1868268.24   | 0.05%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Scotland PLC                           | Bank of Scotland PLC                                                             | CUSIP: 000000000<br>LEI: OQ3T05P7YR8P5YJEVI93 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $155409.93    | 0.00%             | 2024-12-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4673000 | PA      | $4287378.28   | 0.10%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $419983.56    | 0.01%             | 2026-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    36050000 | PA      | $5440671.90   | 0.13%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $779943.38    | 0.02%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                            | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $534138.84    | 0.01%             | 2025-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ICADE                                          | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      400000 | PA      | $349136.15    | 0.01%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $512419.61    | 0.01%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $478808.18    | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $94563.60     | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    92885000 | PA      | $2927551.74   | 0.07%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $603864.17    | 0.01%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                       | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131691.41    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                          | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67696.07     | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                        | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $407964.03    | 0.01%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $153481.71    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101475.70    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                           | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $179286.56    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $693770.41    | 0.02%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                   | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $158934.03    | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2004170 | PA      | $2559123.14   | 0.06%             | 2025-03-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       30000 | PA      | $20325.96     | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109601.06    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $593284.02    | 0.01%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $75061.21     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                        | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $310352.61    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   150000000 | PA      | $138778.62    | 0.00%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $311573.13    | 0.01%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $603655.43    | 0.01%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $686688.52    | 0.02%             | 2048-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2256000 | PA      | $1963830.25   | 0.05%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY SW                             | National Grid Electricity Distribution South West PLC                            | CUSIP: 000000000<br>LEI: 549300UY9FEOG85HFK93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106283.96    | 0.00%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2380000 | PA      | $1990034.75   | 0.05%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $717140.88    | 0.02%             | 2025-03-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      800000 | PA      | $800716.65    | 0.02%             | 2027-03-11      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $210109.19    | 0.01%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $296859.88    | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                       | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $650255.05    | 0.02%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2926000 | PA      | $1296440.48   | 0.03%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                          | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      497000 | PA      | $524914.77    | 0.01%             | 2024-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   259350000 | PA      | $1852539.85   | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      350000 | PA      | $362131.95    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                               | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $410361.54    | 0.01%             | 2032-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $219223.86    | 0.01%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $731805.45    | 0.02%             | 2025-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $569938.55    | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $130275.40    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $118944.16    | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2151000 | PA      | $2107584.15   | 0.05%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      320000 | PA      | $356188.71    | 0.01%             | 2024-05-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103146.65    | 0.00%             | 2025-12-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      284000 | PA      | $260150.24    | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                     | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $392000.31    | 0.01%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $100664.68    | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $166692.76    | 0.00%             | 2048-01-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                        | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203647.17    | 0.00%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| alstria office REIT-AG                         | alstria office REIT-AG                                                           | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      200000 | PA      | $215288.38    | 0.01%             | 2023-04-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $101157.16    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                        | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $166894.97    | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      400000 | PA      | $345987.76    | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                             | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $242110.55    | 0.01%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $384096.50    | 0.01%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2579807.46   | 0.06%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                       | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335211.93    | 0.01%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $366591.44    | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $259497.35    | 0.01%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $157491.60    | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   250000000 | PA      | $301794.25    | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $515150.13    | 0.01%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANAL ISABEL II GESTION                        | Canal de Isabel II Gestion SA                                                    | CUSIP: 000000000<br>LEI: 959800T25J8CA6LUCP08 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $208354.53    | 0.01%             | 2025-02-26      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                 | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71951.45     | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98088.14     | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1459000 | PA      | $1109925.94   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $742191.37    | 0.02%             | 2026-11-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                        | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139577.56    | 0.00%             | 2024-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302450.65    | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITSLOUTTO                          | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1100000 | PA      | $1061509.88   | 0.03%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALD SA                                         | ALD SA                                                                           | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100771.22    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                               | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $399893.02    | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1022000 | PA      | $1305237.80   | 0.03%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $191452.38    | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                   | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $348675.36    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      733000 | PA      | $767747.21    | 0.02%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1390000 | PA      | $941258.05    | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131422.34    | 0.00%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $594938.21    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213996.84    | 0.01%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                             | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $99989.48     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2530000 | PA      | $1354447.75   | 0.03%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      570000 | PA      | $569512.93    | 0.01%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $91341.28     | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3952000 | PA      | $3646627.79   | 0.09%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5230000 | PA      | $5796639.38   | 0.14%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $269373.02    | 0.01%             | 2030-01-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 81560097964CBDAED282 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198402.76    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401480.26    | 0.01%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $110311.53    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    29550000 | PA      | $245964.33    | 0.01%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     2000000 | PA      | $313557.51    | 0.01%             | 2024-11-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                      | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $733806.90    | 0.02%             | 2024-11-03      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $736508.34    | 0.02%             | 2025-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                             | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |      117000 | PA      | $101712.75    | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                       | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $403137.95    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $584359.85    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   350000000 | PA      | $426565.18    | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                        | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $384085.86    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                       | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233984.98    | 0.01%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB VORARLBERG                       | Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                       | CUSIP: 000000000<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $158321.70    | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $82743.01     | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2377000 | PA      | $2041535.16   | 0.05%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                        | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $172552.50    | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                          | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $214229.49    | 0.01%             | 2023-08-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $386903.75    | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $433859.95    | 0.01%             | 2023-03-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $3070430.22   | 0.07%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                               | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $115809.63    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                             | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119590.10    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $458646.98    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $482325.11    | 0.01%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $539778.51    | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                          | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $230131.24    | 0.01%             | 2027-04-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      800000 | PA      | $788140.49    | 0.02%             | 2026-03-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12320000000 | PA      | $944481.28    | 0.02%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUR REAL                        | Kennedy Wilson Europe Real Estate Ltd                                            | CUSIP: 000000000<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $182947.83    | 0.00%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113902.97    | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $213393.92    | 0.01%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL FIN EU                          | Liberty Mutual Finance Europe DAC                                                | CUSIP: 000000000<br>LEI: 254900GTNATA5DHR0920 | Long             | DBT              | CORP              | IE        |      254000 | PA      | $269205.16    | 0.01%             | 2024-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $466751.34    | 0.01%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-834015.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 0641514V2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224697.31    | 0.01%             | 2023-04-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $186485.42    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                       | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $85806.28     | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201601.15    | 0.00%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      350000 | PA      | $283626.65    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1390000 | PA      | $962263.06    | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1510000 | PA      | $844199.63    | 0.02%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2233389.33   | 0.05%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-699597.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281700000 | PA      | $1742984.26   | 0.04%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $155369.00    | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      600000 | PA      | $688818.44    | 0.02%             | 2025-03-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      370000 | PA      | $413633.19    | 0.01%             | 2024-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $345104.08    | 0.01%             | 2024-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2483900 | PA      | $2191730.48   | 0.05%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $422014.36    | 0.01%             | 2024-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1998000 | PA      | $2310903.49   | 0.06%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                               | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $167152.68    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $197942.96    | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                               | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $91576.11     | 0.00%             | 2033-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                       | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $216653.84    | 0.01%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $612063.45    | 0.01%             | 2026-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195345.69    | 0.00%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6280000 | PA      | $3637769.74   | 0.09%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $415120.74    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                               | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205708.41    | 0.00%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $423123.25    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3024000 | PA      | $3055014.68   | 0.07%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                       | LeasePlan Corp NV                                                                | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $212320.46    | 0.01%             | 2024-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                               | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125127.20    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   130450000 | PA      | $820883.42    | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                       | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203757.97    | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $262902.30    | 0.01%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $539255.91    | 0.01%             | 2025-09-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $162631.16    | 0.00%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $753369.08    | 0.02%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $424132.13    | 0.01%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   129350000 | PA      | $1104083.46   | 0.03%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                          | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $182002.01    | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3020000 | PA      | $2623258.94   | 0.06%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $37250.76     | 0.00%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                       | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $104584.95    | 0.00%             | 2025-09-19      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                           | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $117196.98    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240775.51    | 0.01%             | 2023-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                        | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245800.61    | 0.01%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $517271.56    | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      450000 | PA      | $465001.37    | 0.01%             | 2024-11-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $392589.53    | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   122200000 | PA      | $965461.21    | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151145.02    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $196785.08    | 0.00%             | 2026-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                       | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $185571.76    | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $304593.43    | 0.01%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      580000 | PA      | $500143.72    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $177394.69    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                    | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213883.78    | 0.01%             | 2023-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     6650000 | PA      | $980146.59    | 0.02%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      660000 | PA      | $861970.18    | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2713000 | PA      | $2566872.50   | 0.06%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                         | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $186116.51    | 0.00%             | 2024-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $181345.62    | 0.00%             | 2025-09-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5335000 | PA      | $5326845.27   | 0.13%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231129.70    | 0.01%             | 2025-09-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                       | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $545065.54    | 0.01%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                        | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $127312.67    | 0.00%             | 2026-03-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                        | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $273805.33    | 0.01%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $199531.22    | 0.00%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                       | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $251516.57    | 0.01%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      823000 | PA      | $679767.10    | 0.02%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $198202.72    | 0.00%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                            | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110135.38    | 0.00%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $321922.45    | 0.01%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-838006.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 969500TZ5950IT5FPQ42 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $527659.28    | 0.01%             | 2025-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                            | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $336255.59    | 0.01%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                | Brookfield Corp                                                                  | CUSIP: 11257ZAE9<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150346.85    | 0.00%             | 2026-01-28      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $193016.75    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THALES SA                                      | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $95979.07     | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $502758.10    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $186261.06    | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709FV9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      120000 | PA      | $99657.13     | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $797898.76    | 0.02%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                 | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113933.71    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $467478.12    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 549300JQIZM6CL7POC81 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $583023.50    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                      | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210654.94    | 0.01%             | 2025-08-05      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $409246.07    | 0.01%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                         | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201546.80    | 0.00%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                        | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $284437.66    | 0.01%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $298579.31    | 0.01%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6040000 | PA      | $3870850.38   | 0.09%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $85803.34     | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                       | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $421405.55    | 0.01%             | 2024-09-30      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1394000 | PA      | $837798.00    | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $205236.59    | 0.00%             | 2025-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2372000 | PA      | $2986442.06   | 0.07%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1803485.62   | 0.04%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                              | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $905934.44    | 0.02%             | 2025-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-156807.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $171269.66    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                             | Naturgy Finance BV                                                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $296854.00    | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146192.18    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      584000 | PA      | $649599.97    | 0.02%             | 2025-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306315.47    | 0.01%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $309713.91    | 0.01%             | 2025-01-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                       | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $182813.71    | 0.00%             | 2024-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $195804.47    | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                               | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $142647.78    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      910000 | PA      | $784510.39    | 0.02%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                       | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $387029.86    | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $9717.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                        | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $513950.31    | 0.01%             | 2025-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       50000 | PA      | $54927.76     | 0.00%             | 2029-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187944.37    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $205928.01    | 0.00%             | 2025-01-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    68150000 | PA      | $575781.50    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2210000 | PA      | $813723.58    | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2040000 | PA      | $1390745.46   | 0.03%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $272425.74    | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                               | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $116837.40    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1344559.31   | 0.03%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1712324.88   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6228160000 | PA      | $3491571.82   | 0.08%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212618.34    | 0.01%             | 2026-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1530000 | PA      | $879727.43    | 0.02%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $294241.58    | 0.01%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $385560.03    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      854000 | PA      | $858042.37    | 0.02%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $1002874.79   | 0.02%             | 2031-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $102778.55    | 0.00%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $505959.76    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $182886.95    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $276160.10    | 0.01%             | 2031-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $194225.93    | 0.00%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                 | Prudential PLC                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254617.95    | 0.01%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                        | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $409503.43    | 0.01%             | 2025-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $263008.84    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $281978.53    | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                          | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $114372.29    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $430859.41    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      406000 | PA      | $403627.12    | 0.01%             | 2025-12-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      250000 | PA      | $265983.07    | 0.01%             | 2024-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                         | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234577.14    | 0.01%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      150000 | PA      | $162346.87    | 0.00%             | 2023-04-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                       | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $165263.79    | 0.00%             | 2024-03-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |       70000 | PA      | $73305.35     | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED                        | Eaton Capital UnLtd Co                                                           | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      375000 | PA      | $383644.48    | 0.01%             | 2025-05-14      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5435000 | PA      | $5574408.97   | 0.13%             | 2025-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $68349.18     | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $391082.76    | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       90000 | PA      | $90240.11     | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $36131.52     | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $195136.96    | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $1917093.73   | 0.05%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HRJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136448.84    | 0.00%             | 2031-04-21      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192536.50    | 0.00%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $196415.45    | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1732660000 | PA      | $1343817.22   | 0.03%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                        | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $492427.45    | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $317854.49    | 0.01%             | 2024-01-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                       | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $176978.43    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3085520000 | PA      | $2163020.16   | 0.05%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3411000 | PA      | $3236614.91   | 0.08%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $440709.00    | 0.01%             | 2024-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    10461000 | PA      | $1003256.60   | 0.02%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4385000 | PA      | $2648706.74   | 0.06%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                          | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17154.94     | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   100000000 | PA      | $603756.77    | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    58100000 | PA      | $8643610.50   | 0.21%             | 2025-03-02      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| AEGON BANK                                     | Aegon Bank NV                                                                    | CUSIP: 000000000<br>LEI: 549300772D1G8JPIUR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107917.06    | 0.00%             | 2023-05-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3880000 | PA      | $2633449.09   | 0.06%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450050000 | PA      | $3432260.09   | 0.08%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $195961.02    | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                         | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187892.19    | 0.00%             | 2025-10-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                           | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $112198.26    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                  | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $183777.05    | 0.00%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCB8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217225.21    | 0.01%             | 2025-01-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $188679.29    | 0.00%             | 2031-05-05      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   780000000 | PA      | $956783.54    | 0.02%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488950000 | PA      | $4084919.66   | 0.10%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4710000 | PA      | $3156928.62   | 0.08%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      100000 | PA      | $102050.80    | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                        | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219341.19    | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $59813.61     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Whitbread Group PLC                            | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $350910.89    | 0.01%             | 2025-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2845000 | PA      | $3858763.77   | 0.09%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $196211.06    | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                       | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $157886.84    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $293403.39    | 0.01%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $150882.87    | 0.00%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1240000 | PA      | $796077.11    | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6697000 | PA      | $6800996.74   | 0.16%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                       | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $98271.87     | 0.00%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   754450000 | PA      | $5762951.22   | 0.14%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                         | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $192608.25    | 0.00%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    15145000 | PA      | $1360798.34   | 0.03%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                            | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $411921.26    | 0.01%             | 2024-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| RWE AG                                         | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $241852.90    | 0.01%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                        | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $451973.50    | 0.01%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                              | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $83846.47     | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   241650000 | PA      | $1373858.18   | 0.03%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $486320.39    | 0.01%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      790000 | PA      | $920559.12    | 0.02%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $77970.42     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 458182EA6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $144266.66    | 0.00%             | 2024-10-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $139885.26    | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCE2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131728.98    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $615996.76    | 0.01%             | 2029-09-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2590000 | PA      | $2086754.95   | 0.05%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    23000000 | PA      | $3512487.14   | 0.08%             | 2025-04-13      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1794957.12   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65950000 | PA      | $577384.87    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $197272.12    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $102670.48    | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                           | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $139369.43    | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $591367.37    | 0.01%             | 2024-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $385990.55    | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $657067.38    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $124899.99    | 0.00%             | 2024-02-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240242.83    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96590.04     | 0.00%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      310000 | PA      | $382206.28    | 0.01%             | 2023-02-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1311292.32   | 0.03%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3570000 | PA      | $2389918.53   | 0.06%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAF1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      281000 | PA      | $301059.65    | 0.01%             | 2023-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $269558.92    | 0.01%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67945.59     | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                       | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $209750.43    | 0.01%             | 2024-04-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2417000 | PA      | $3025546.20   | 0.07%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12000000 | PA      | $1798681.36   | 0.04%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4490176.78   | 0.11%             | 2026-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299005PIU82TA2PW123 | Long             | DBT              | CORP              | NL        |      160000 | PA      | $212665.56    | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $324429.28    | 0.01%             | 2028-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $392583.03    | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108496.51    | 0.00%             | 2023-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2968262.31   | 0.07%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $240935.78    | 0.01%             | 2023-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98122.93     | 0.00%             | 2027-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                          | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $124628.91    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $320780.01    | 0.01%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                          | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $293364.25    | 0.01%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                             | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $416422.06    | 0.01%             | 2024-09-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $264826.56    | 0.01%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SANOFI                                         | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $392865.68    | 0.01%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                               | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      100000 | PA      | $90673.77     | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                       | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $304061.81    | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      450000 | PA      | $565938.96    | 0.01%             | 2026-05-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1285000 | PA      | $1413430.71   | 0.03%             | 2024-04-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                       | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      240000 | PA      | $256877.10    | 0.01%             | 2024-01-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                           | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $444635.89    | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    13774240 | PA      | $2546705.54   | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $751104.00    | 0.02%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-823204.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415EUC7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $580211.19    | 0.01%             | 2029-07-03      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3780000 | PA      | $3998799.70   | 0.10%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                   | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $304914.51    | 0.01%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                              | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $306755.77    | 0.01%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $335241.28    | 0.01%             | 2024-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $301720.09    | 0.01%             | 2025-10-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                       | Honda Canada Finance Inc                                                         | CUSIP: 438121AT2<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148788.10    | 0.00%             | 2023-08-28      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 532457BM9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360609.93    | 0.01%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                       | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129332.86    | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6040000 | PA      | $6034576.16   | 0.15%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20048000000 | PA      | $1367222.78   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PKO BANK HIPOTECZNY                            | PKO Bank Hipoteczny SA                                                           | CUSIP: 000000000<br>LEI: 259400ALN6AM4REPEA16 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $104078.34    | 0.00%             | 2024-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                       | HeidelbergCement Finance Luxembourg SA                                           | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      235000 | PA      | $236339.74    | 0.01%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                        | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $60967.07     | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                       | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199679.07    | 0.00%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                          | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      750000 | PA      | $784411.57    | 0.02%             | 2024-11-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                    | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202020.80    | 0.00%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $745053.41    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                        | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $171808.89    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $118879.89    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140278.83    | 0.00%             | 2032-01-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                | WPC Eurobond BV                                                                  | CUSIP: 92940NAC3<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      150000 | PA      | $155815.82    | 0.00%             | 2026-04-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27110000 | PA      | $952415.86    | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                           | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $306475.28    | 0.01%             | 2025-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      425000 | PA      | $421379.46    | 0.01%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                 | CUSIP: 06368BJ90<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298553.23    | 0.01%             | 2023-06-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $106062.39    | 0.00%             | 2024-01-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                         | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $198501.10    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $275047.16    | 0.01%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $109759.78    | 0.00%             | 2025-09-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                        | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $260938.91    | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                          | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $320124.17    | 0.01%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $195702.28    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $90148.68     | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184030.63    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                 | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $516064.82    | 0.01%             | 2024-11-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                       | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $101458.58    | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                   | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $284199.57    | 0.01%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229302.61    | 0.01%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $487114.01    | 0.01%             | 2027-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                       | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189168.50    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $241393.03    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $203169.37    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $584006.01    | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1384965.02   | 0.03%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                       | CUSIP: 00287YBA6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317945.81    | 0.01%             | 2024-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $386025.33    | 0.01%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69419.98     | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $191802.79    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6700000 | PA      | $6148346.01   | 0.15%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $169791.14    | 0.00%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                 | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $176146.62    | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $386690.24    | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                 | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $422723.18    | 0.01%             | 2024-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $503978.32    | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                     | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101521.36    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                       | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $84229.08     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CASTELLUM HELSINKI                             | Castellum Helsinki Finance Holding Abp                                           | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $222336.37    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230091.64    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                             | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $388804.09    | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   352300000 | PA      | $2352600.21   | 0.06%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15620000 | PA      | $3708374.56   | 0.09%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $196765.51    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1120008.35   | 0.03%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SHAW COMMUNICATIONS INC                        | Shaw Communications Inc                                                          | CUSIP: 82028KBA8<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61276.92     | 0.00%             | 2049-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                             | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      270000 | PA      | $327536.80    | 0.01%             | 2024-10-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $418322.40    | 0.01%             | 2027-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                       | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $377375.97    | 0.01%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $307378.71    | 0.01%             | 2026-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $238663.20    | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $409331.01    | 0.01%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147617.15    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $217467.03    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $427045.96    | 0.01%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                              | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $170032.14    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GECINA                                         | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $93297.07     | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $266617.56    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17555000000 | PA      | $1118812.12   | 0.03%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                       | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       40000 | PA      | $28357.09     | 0.00%             | 2024-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                         | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $470724.64    | 0.01%             | 2023-11-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                                      | Avinor AS                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $359255.35    | 0.01%             | 2025-04-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $580460.00    | 0.01%             | 2028-08-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                        | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $417313.52    | 0.01%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300TK7G7NZTVM1Z30 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $220336.29    | 0.01%             | 2023-08-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $618870.94    | 0.01%             | 2028-08-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $93988.49     | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                 | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      150000 | PA      | $153068.05    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $85015.15     | 0.00%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $167451.05    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $408859.84    | 0.01%             | 2025-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $194584.69    | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                               | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238618.02    | 0.01%             | 2024-04-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1975000 | PA      | $2043695.02   | 0.05%             | 2025-07-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $82837.59     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                            | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $382794.85    | 0.01%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $330867.68    | 0.01%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1023508.54   | 0.02%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $578307.44    | 0.01%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PSA BANQUE FRANCE                              | PSA Banque France SA                                                             | CUSIP: 000000000<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $417796.22    | 0.01%             | 2024-06-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $172462.05    | 0.00%             | 2025-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                          | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $251751.40    | 0.01%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                       | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225572.82    | 0.01%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $301488.53    | 0.01%             | 2026-02-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $695471.80    | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CATALYST HOUSING LTD                           | Catalyst Housing Ltd                                                             | CUSIP: 000000000<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88718.32     | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $344611.43    | 0.01%             | 2050-12-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $143403.86    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1400000 | PA      | $1334833.60   | 0.03%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $197426.63    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $145283.65    | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213013.65    | 0.01%             | 2024-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $111258.50    | 0.00%             | 2025-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      620000 | PA      | $634514.63    | 0.02%             | 2025-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                 | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423992.97    | 0.01%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $403689.35    | 0.01%             | 2026-01-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      450000 | PA      | $459522.13    | 0.01%             | 2024-10-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3707000 | PA      | $5038067.51   | 0.12%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3720000 | PA      | $2612528.96   | 0.06%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                            | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $442458.22    | 0.01%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3601000 | PA      | $2386009.55   | 0.06%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $100759.27    | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG                                    | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $302124.51    | 0.01%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1378070 | PA      | $1507128.29   | 0.04%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $168782.26    | 0.00%             | 2029-12-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368B2H0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $367047.46    | 0.01%             | 2024-03-06      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $104913.27    | 0.00%             | 2029-03-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195995.81    | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $66874.96     | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 891160LV3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $185509.75    | 0.00%             | 2023-07-18      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125259.48    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      450000 | PA      | $381173.93    | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                        | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $122133.47    | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                      | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $217047.39    | 0.01%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3687000 | PA      | $4159918.01   | 0.10%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $279640.07    | 0.01%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3880000 | PA      | $3990785.31   | 0.10%             | 2025-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                 | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $61335.54     | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $315013.76    | 0.01%             | 2024-03-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   210000000 | PA      | $1425334.77   | 0.03%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                    | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $568275.21    | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WCG7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216853.18    | 0.01%             | 2024-10-04      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                        | Manulife Bank of Canada                                                          | CUSIP: 565018DG0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $204055.47    | 0.00%             | 2026-09-14      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $90169.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                   | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      100000 | PA      | $84633.57     | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $287023.99    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3190460000 | PA      | $2520639.53   | 0.06%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5150000 | PA      | $4803959.08   | 0.12%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                        | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $337973.29    | 0.01%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $203388.43    | 0.00%             | 2025-07-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $177072.87    | 0.00%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $240980.16    | 0.01%             | 2023-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $243995.67    | 0.01%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2288000 | PA      | $3131114.16   | 0.08%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      281000 | PA      | $281651.91    | 0.01%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      450000 | PA      | $346459.04    | 0.01%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    84500000 | PA      | $12962723.57  | 0.31%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    80400000 | PA      | $673348.84    | 0.02%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4640000 | PA      | $2875093.39   | 0.07%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $337399.60    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $267670.54    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                       | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |      200000 | PA      | $242543.42    | 0.01%             | 2025-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                            | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $305666.44    | 0.01%             | 2025-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $399584.27    | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                        | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137819.70    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                        | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $355480.76    | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      568000 | PA      | $547810.17    | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                         | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108695.41    | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $1065610.41   | 0.03%             | 2031-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      425000 | PA      | $391171.36    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135706.29    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1997200000 | PA      | $1307227.23   | 0.03%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213459.85    | 0.01%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $749411.85    | 0.02%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                            | CK Hutchison Europe Finance 21 Ltd                                               | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $79241.30     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                        | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $563578.72    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $148710.75    | 0.00%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $299427.29    | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      613000 | PA      | $595595.69    | 0.01%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    38050000 | PA      | $1075728.02   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                           | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      525000 | PA      | $472766.88    | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      570000 | PA      | $574817.36    | 0.01%             | 2026-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                    | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126138.81    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3277000 | PA      | $3469073.56   | 0.08%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                          | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63371.54     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                         | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $217210.46    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11200000 | PA      | $2495939.99   | 0.06%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1000000 | PA      | $750951.44    | 0.02%             | 2024-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $327711.47    | 0.01%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $594549.46    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      150000 | PA      | $140552.23    | 0.00%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      658000 | PA      | $662910.13    | 0.02%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $195476.15    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITSLOUTTO                          | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $93142.69     | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   200000000 | PA      | $1573679.56   | 0.04%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $481457.33    | 0.01%             | 2023-12-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $316921.71    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                       | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70294.24     | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145771.30    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                    | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66482.28     | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   302100000 | PA      | $44283886.66  | 1.07%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $460222.73    | 0.01%             | 2025-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                       | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $285151.92    | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1350000 | PA      | $1172170.37   | 0.03%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      236000 | PA      | $220429.95    | 0.01%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4045000 | PA      | $3603418.33   | 0.09%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      990000 | PA      | $764545.42    | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                         | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111762.74    | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $178333.96    | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31910000 | PA      | $1295968.28   | 0.03%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   190370000 | PA      | $468334.88    | 0.01%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $470953.52    | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1100000 | PA      | $943155.08    | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                               | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $196880.75    | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      500000 | PA      | $540395.24    | 0.01%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     6000000 | PA      | $804989.26    | 0.02%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $195702.28    | 0.00%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6099000 | PA      | $6521192.35   | 0.16%             | 2025-10-31      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       30000 | PA      | $32492.21     | 0.00%             | 2023-04-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1500000000 | PA      | $11550800.91  | 0.28%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    45050000 | PA      | $6960633.20   | 0.17%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1900000 | PA      | $451661.72    | 0.01%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE NEW HOLDING                          | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $193482.32    | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74901.36     | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $497952.90    | 0.01%             | 2026-04-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $159384.93    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $422120.79    | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $628872.97    | 0.02%             | 2024-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1078398.76   | 0.03%             | 2024-12-12      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $366360.96    | 0.01%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239182.67    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                       | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $251618.51    | 0.01%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                       | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $183541.41    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3540000 | PA      | $2424371.72   | 0.06%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    97000000 | PA      | $14238017.15  | 0.34%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $208652.38    | 0.01%             | 2031-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $510422.51    | 0.01%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $510071.36    | 0.01%             | 2030-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $208630.67    | 0.01%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   536100000 | PA      | $4312605.62   | 0.10%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                         | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $109035.06    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $328749.19    | 0.01%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      266000 | PA      | $267513.58    | 0.01%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223783.37    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                       | Harley-Davidson Financial Services Inc                                           | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311435.95    | 0.01%             | 2024-11-19      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $249624.93    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                        | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $216714.72    | 0.01%             | 2023-04-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54066.63     | 0.00%             | 2023-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                              | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |      100000 | PA      | $105600.96    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $209737.39    | 0.01%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $745921.61    | 0.02%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4514000 | PA      | $4496843.74   | 0.11%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1541000 | PA      | $1731102.84   | 0.04%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                       | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $374084.08    | 0.01%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                             | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $165227.28    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2640000 | PA      | $1966404.45   | 0.05%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06369ZCG7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $203311.41    | 0.00%             | 2031-07-22      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| CEDULAS TDA 6                                  | Cedulas TDA 6 Fondo de Titulizacion de Activos                                   | CUSIP: 000000000<br>LEI: 959800SDE531X188YH68 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $438386.84    | 0.01%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2300000 | PA      | $2272355.07   | 0.05%             | 2026-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      770000 | PA      | $760937.49    | 0.02%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $360400.66    | 0.01%             | 2025-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $443829.12    | 0.01%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $552574.59    | 0.01%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1413000 | PA      | $1419688.37   | 0.03%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                        | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263484.60    | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1240000 | PA      | $1303351.03   | 0.03%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $411548.59    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $384285.89    | 0.01%             | 2027-01-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104882.83    | 0.00%             | 2024-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31080000 | PA      | $1026732.18   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206156.31    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                        | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      510000 | PA      | $498242.40    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $265131.30    | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $55204.62     | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1% 2026                              | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2978000 | PA      | $3091229.50   | 0.07%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                   | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170365.15    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                          | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |       50000 | PA      | $56353.52     | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                          | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $191482.24    | 0.00%             | 2037-09-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                        | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $164570.62    | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                         | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      357000 | PA      | $356209.80    | 0.01%             | 2027-10-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $94825.85     | 0.00%             | 2114-03-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   224350000 | PA      | $1481625.22   | 0.04%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                              | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $460609.28    | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                       | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      100000 | PA      | $93139.43     | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $609169.46    | 0.01%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                          | Annington Funding PLC                                                            | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231539.00    | 0.01%             | 2025-07-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9502000 | PA      | $7782317.81   | 0.19%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                              | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $306048.03    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $305689.28    | 0.01%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $314566.94    | 0.01%             | 2024-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                           | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224127.11    | 0.01%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                        | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $366878.44    | 0.01%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $383355.84    | 0.01%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4887944.58  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2317000 | PA      | $2611296.35   | 0.06%             | 2025-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    39000000 | PA      | $5739858.96   | 0.14%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1430000 | PA      | $757182.80    | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                            | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $193184.44    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1750000000 | PA      | $1502189.88   | 0.04%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155371.84    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     2390000 | PA      | $2323935.90   | 0.06%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306605.74    | 0.01%             | 2030-01-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118000000 | PA      | $990768.49    | 0.02%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $174461.69    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $170236.87    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQT AB                                         | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $271300.54    | 0.01%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $162190.33    | 0.00%             | 2023-08-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1950000 | PA      | $1207269.17   | 0.03%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $183217.44    | 0.00%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $450744.79    | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VDJ0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      690000 | PA      | $711681.87    | 0.02%             | 2025-04-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $472769.06    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8503422.39  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                        | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106545.08    | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8642168.46  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $91948.44     | 0.00%             | 2025-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                   | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $169445.42    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $289545.09    | 0.01%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $766938.48    | 0.02%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                   | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $535046.46    | 0.01%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131264.51    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1840000 | PA      | $1442037.06   | 0.03%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $216057.80    | 0.01%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WDW1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142937.88    | 0.00%             | 2030-05-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                     | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202642.64    | 0.00%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                        | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $101268.73    | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                       | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $698778.91    | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                     | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $197074.26    | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2428583 | PA      | $2990937.17   | 0.07%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      690000 | PA      | $644934.97    | 0.02%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115928.54    | 0.00%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                 | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73223.10     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2760000 | PA      | $1921002.44   | 0.05%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CANADA FND IN                       | John Deere Canada Funding Inc                                                    | CUSIP: 47787ZBX9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149000.04    | 0.00%             | 2023-07-13      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| LGT BANK AG                                    | LGT Bank AG                                                                      | CUSIP: 000000000<br>LEI: 7KDSOB6Z0X4S67TMX170 | Long             | DBT              | CORP              | LI        |      100000 | PA      | $109240.85    | 0.00%             | 2023-02-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                    | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      550000 | PA      | $510957.39    | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5520000 | PA      | $3158645.11   | 0.08%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      150000 | PA      | $106262.86    | 0.00%             | 2023-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $313885.30    | 0.01%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $1001707.81   | 0.02%             | 2023-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1672917.51   | 0.04%             | 2025-09-14      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36232000000 | PA      | $2420389.45   | 0.06%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KERING                                         | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $194410.74    | 0.00%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70130.41     | 0.00%             | 2023-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   404520000 | PA      | $961284.94    | 0.02%             | 2024-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $346192.15    | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15940000 | PA      | $698421.54    | 0.02%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11091000 | PA      | $2643119.92   | 0.06%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $327003.47    | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8800000 | PA      | $6021672.24   | 0.15%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $156492.99    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       75000 | PA      | $62191.79     | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2661000 | PA      | $3603723.17   | 0.09%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FWS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $360313.40    | 0.01%             | 2030-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $735794.06    | 0.02%             | 2024-12-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ACG7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $721636.84    | 0.02%             | 2024-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $257462.20    | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $134772.14    | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-266471.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                          | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193186.61    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253190.31    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3830000 | PA      | $2642659.23   | 0.06%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   759500000 | PA      | $6268201.67   | 0.15%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06369ZCF9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140421.63    | 0.00%             | 2030-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT                          | Luxembourg Government Bond                                                       | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $712323.72    | 0.02%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                   | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206923.84    | 0.00%             | 2025-02-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                        | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $293240.32    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                           | Rentokil Initial PLC                                                             | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99398.15     | 0.00%             | 2026-05-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                              | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $348206.09    | 0.01%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      122000 | PA      | $128332.40    | 0.00%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $291283.45    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                           | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $697315.61    | 0.02%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1150618.30   | 0.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4315000 | PA      | $4442803.06   | 0.11%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                        | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $294782.98    | 0.01%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $306987.33    | 0.01%             | 2025-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $462799.89    | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                        | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120503.64    | 0.00%             | 2026-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                        | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $560573.84    | 0.01%             | 2025-01-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $238705.60    | 0.01%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $245329.06    | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    45574000 | PA      | $2186501.62   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2289000 | PA      | $2403430.59   | 0.06%             | 2025-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   180250000 | PA      | $1111148.16   | 0.03%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   490050000 | PA      | $4138233.47   | 0.10%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                      | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $203416.70    | 0.00%             | 2026-04-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324856.82    | 0.01%             | 2023-04-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                        | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $180651.91    | 0.00%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2630000 | PA      | $1891335.74   | 0.05%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186326.69    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $387577.79    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      320000 | PA      | $277120.70    | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $547069.26    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97626.10     | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                  | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202483.92    | 0.00%             | 2026-04-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                   | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $194104.17    | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $303996.58    | 0.01%             | 2026-02-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2120000 | PA      | $368083.64    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |     9892000 | PA      | $949975.29    | 0.02%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                          | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194188.96    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                | Teleperformance                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320078.80    | 0.01%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $729492.00    | 0.02%             | 2024-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                               | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108536.74    | 0.00%             | 2023-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4602150.38   | 0.11%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $416104.07    | 0.01%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3331000 | PA      | $2822275.80   | 0.07%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                       | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $444965.19    | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $296227.81    | 0.01%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                               | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109769.22    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $420512.46    | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1646970.90   | 0.04%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $462484.62    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $260736.70    | 0.01%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                       | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      200000 | PA      | $158658.72    | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $194152.00    | 0.00%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                        | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      700000 | PA      | $713784.85    | 0.02%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $288170.40    | 0.01%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $332773.21    | 0.01%             | 2026-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                       | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $271525.58    | 0.01%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $475988.75    | 0.01%             | 2023-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298315.73    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $615562.01    | 0.01%             | 2026-11-13      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $265005.94    | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $108006.25    | 0.00%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99600000 | PA      | $820581.88    | 0.02%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      510000 | PA      | $351422.99    | 0.01%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                            | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $125008.82    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    16960000 | PA      | $599304.85    | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                               | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $119932.25    | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2401000 | PA      | $2802466.57   | 0.07%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      520000 | PA      | $519770.48    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2496000 | PA      | $1880854.24   | 0.05%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $484151.52    | 0.01%             | 2026-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343099.56    | 0.01%             | 2025-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2660000 | PA      | $660586.67    | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Student Finance PLC                            | Student Finance PLC                                                              | CUSIP: 000000000<br>LEI: 2138006VU27RQZF3WZ61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120769.94    | 0.00%             | 2024-09-30      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2000000 | PA      | $2089359.40   | 0.05%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1487712.65   | 0.04%             | 2025-03-02      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $89046.31     | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $287956.77    | 0.01%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $273593.34    | 0.01%             | 2028-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                    | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70717.37     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                      | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $246979.90    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      225000 | PA      | $224827.31    | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   245600000 | PA      | $1885741.57   | 0.05%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                        | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $419209.51    | 0.01%             | 2026-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                          | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $160916.45    | 0.00%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCF9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134045.32    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1010000 | PA      | $913652.98    | 0.02%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $96977.07     | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $360956.00    | 0.01%             | 2025-01-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175059.47    | 0.00%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                           | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $412986.66    | 0.01%             | 2026-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $605879.74    | 0.01%             | 2025-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $359628.24    | 0.01%             | 2025-03-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                          | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95026.81     | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                       | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $203647.17    | 0.00%             | 2025-09-19      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                        | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $396683.76    | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                       | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $102906.39    | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   375000000 | PA      | $2373967.66   | 0.06%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                         | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $374134.76    | 0.01%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $204338.60    | 0.00%             | 2025-06-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                       | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $492267.82    | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $293595.81    | 0.01%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $3154487.32   | 0.08%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $744894.74    | 0.02%             | 2025-02-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $101773.58    | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                        | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $196165.40    | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENERGIR LP                                     | Energir LP                                                                       | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76969.67     | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $270733.04    | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                  | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $424193.01    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                        | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $242869.38    | 0.01%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                       | Aegon NV                                                                         | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $66075.80     | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      310000 | PA      | $215977.09    | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $352958.03    | 0.01%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $369910.89    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                              | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |      200000 | PA      | $177216.37    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      800000 | PA      | $781072.64    | 0.02%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $101313.71    | 0.00%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4608658.24   | 0.11%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                         | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $387930.02    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $303245.36    | 0.01%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN ELECTRIC POWER                        | Southern Electric Power Distribution PLC                                         | CUSIP: 000000000<br>LEI: 549300SR1GYYNBZQGX56 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $195477.54    | 0.00%             | 2032-06-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3300000 | PA      | $1971814.54   | 0.05%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $439990.98    | 0.01%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                          | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $393431.00    | 0.01%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $480219.55    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                       | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $79525.05     | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1600000 | PA      | $1711659.20   | 0.04%             | 2024-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                         | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      401000 | PA      | $442717.54    | 0.01%             | 2025-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4714000 | PA      | $5094795.12   | 0.12%             | 2024-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                               | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193814.98    | 0.00%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $88124.40     | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5510000 | PA      | $5609281.55   | 0.14%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $119138.63    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $520451.47    | 0.01%             | 2024-12-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   435000000 | PA      | $3223274.31   | 0.08%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $403197.96    | 0.01%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    40000000 | PA      | $351728.96    | 0.01%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    37500000 | PA      | $1574280.04   | 0.04%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                    | Reliance LP                                                                      | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144711.59    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      807000 | PA      | $728105.19    | 0.02%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $153607.82    | 0.00%             | 2025-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9279000 | PA      | $8879064.32   | 0.21%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106955.39    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402215.18    | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $410947.17    | 0.01%             | 2025-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      340000 | PA      | $212393.73    | 0.01%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $410929.77    | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    75000000 | PA      | $634583.03    | 0.02%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $519669.27    | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                              | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97338.40     | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                           | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144382.40    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     6380000 | PA      | $740194.94    | 0.02%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOJAMO OYJ                                     | Kojamo Oyj                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $198467.99    | 0.00%             | 2026-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      852000 | PA      | $551685.89    | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $487389.80    | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1310000 | PA      | $1353086.75   | 0.03%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $91495.66     | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SUEZ                                           | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301543.97    | 0.01%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $161763.62    | 0.00%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                          | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131335.16    | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1080000 | PA      | $783609.79    | 0.02%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                       | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $170705.28    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2095520000 | PA      | $1304111.61   | 0.03%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDM8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      270000 | PA      | $289861.45    | 0.01%             | 2023-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                              | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $166571.00    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AJ7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203964.62    | 0.00%             | 2026-11-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                              | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $783995.73    | 0.02%             | 2024-06-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $351297.41    | 0.01%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1660000 | PA      | $1808567.61   | 0.04%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                       | UNIQA Insurance Group AG                                                         | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $109246.65    | 0.00%             | 2046-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1162931.73   | 0.03%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   137200000 | PA      | $1179330.79   | 0.03%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                          | CUSIP: 075887CM9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      125000 | PA      | $133674.64    | 0.00%             | 2023-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $599032.87    | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1267575.96   | 0.03%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      850000 | PA      | $209083.16    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $119166.89    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      235000 | PA      | $247792.92    | 0.01%             | 2025-10-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $525827.43    | 0.01%             | 2024-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $145774.45    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   446300000 | PA      | $3915604.04   | 0.09%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $617118.70    | 0.01%             | 2025-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                           | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $189973.00    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                          | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: 000000000<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $587648.23    | 0.01%             | 2025-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      574000 | PA      | $601671.73    | 0.01%             | 2025-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                         | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $386838.52    | 0.01%             | 2025-10-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101068.02    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $52181.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107606.14    | 0.00%             | 2023-06-27      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      221000 | PA      | $240070.41    | 0.01%             | 2023-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $504139.81    | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2760000 | PA      | $786943.64    | 0.02%             | 2023-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $525985.07    | 0.01%             | 2024-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281750000 | PA      | $1881435.87   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                              | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $134414.18    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    19000000 | PA      | $1010212.16   | 0.02%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $299789.31    | 0.01%             | 2026-11-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138264.63    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO MONTEPIO GERAL                       | Caixa Economica Montepio Geral Caixa Economica Bancaria SA                       | CUSIP: 000000000<br>LEI: 2138004FIUXU3B2MR537 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $205095.26    | 0.00%             | 2024-11-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                         | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $243512.97    | 0.01%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $124495.61    | 0.00%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    56000000 | PA      | $8393846.34   | 0.20%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBT0<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73215.59     | 0.00%             | 2026-03-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                       | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $336103.39    | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      340000 | PA      | $355840.17    | 0.01%             | 2024-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-40227.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                       | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $411690.78    | 0.01%             | 2025-02-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2700000 | PA      | $620335.49    | 0.01%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    21800000 | PA      | $3518837.05   | 0.08%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $561041.32    | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $213192.35    | 0.01%             | 2023-10-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5000000 | PA      | $695602.61    | 0.02%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                             | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155236.56    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13470000 | PA      | $589125.23    | 0.01%             | 2023-10-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      830000 | PA      | $205501.14    | 0.00%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70000000 | PA      | $567319.17    | 0.01%             | 2025-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      125000 | PA      | $102319.87    | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                         | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $443251.80    | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                             | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $145798.57    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $638500.78    | 0.02%             | 2024-06-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                       | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $254482.86    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $175822.65    | 0.00%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                       | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $531518.66    | 0.01%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21144000000 | PA      | $1446100.08   | 0.03%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $477753.64    | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709GF3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $297407.84    | 0.01%             | 2023-12-18      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4363000 | PA      | $4342243.60   | 0.10%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      485000 | PA      | $467760.45    | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $168297.39    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                         | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $362295.02    | 0.01%             | 2023-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| APRR SA                                        | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201592.46    | 0.00%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $277347.27    | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                               | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $347404.54    | 0.01%             | 2023-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                        | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $181569.32    | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $304414.05    | 0.01%             | 2026-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      536000 | PA      | $550366.20    | 0.01%             | 2025-04-27      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $255958.67    | 0.01%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5553000 | PA      | $4590916.11   | 0.11%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $304635.83    | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                         | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $192964.56    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                   | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      890000 | PA      | $676709.03    | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $198700.64    | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      178000 | PA      | $236972.27    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                          | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $307933.76    | 0.01%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $255091.36    | 0.01%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $393965.88    | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144713.09    | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5243000 | PA      | $5392303.94   | 0.13%             | 2025-02-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd                             | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71636.54     | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $282005.64    | 0.01%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      516000 | PA      | $538586.88    | 0.01%             | 2024-10-11      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                             | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $102997.71    | 0.00%             | 2025-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                          | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114964.45    | 0.00%             | 2064-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4165000 | PA      | $1898034.22   | 0.05%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203427.57    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   219890000 | PA      | $559231.44    | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $450694.47    | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                         | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $274820.95    | 0.01%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   979650000 | PA      | $7365306.21   | 0.18%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AGEAS                                          | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $81303.62     | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                     | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      580000 | PA      | $557403.71    | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2246597.95   | 0.05%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $472432.59    | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $263014.28    | 0.01%             | 2024-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                         | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17190.82     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      490000 | PA      | $506547.91    | 0.01%             | 2026-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $96494.70     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $404863.48    | 0.01%             | 2025-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                           | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $296769.21    | 0.01%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $434154.01    | 0.01%             | 2023-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $409685.76    | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                         | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285608.21    | 0.01%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69684.72     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $140695.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Slovenija                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1240000 | PA      | $1207099.09   | 0.03%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   391700000 | PA      | $3016238.96   | 0.07%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4417673.65   | 0.11%             | 2024-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $998853.11    | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                            | BCI QuadReal Realty                                                              | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124761.94    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                               | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $102451.03    | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205000000 | PA      | $1768356.32   | 0.04%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3000000 | PA      | $618325.37    | 0.01%             | 2025-04-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247478.90    | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                 | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $80278.83     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                       | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $210968.04    | 0.01%             | 2024-04-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FNCE II                           | Three Gorges Finance II Cayman Islands Ltd                                       | CUSIP: 000000000<br>LEI: 549300HI2I4NKV47SK07 | Long             | DBT              | CORP              | KY        |      255000 | PA      | $267279.33    | 0.01%             | 2024-06-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                             | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227051.43    | 0.01%             | 2028-06-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $482951.31    | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $73588.12     | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $184513.33    | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                          | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $303461.70    | 0.01%             | 2025-11-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $150592.06    | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                    | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $158221.79    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      839000 | PA      | $635252.89    | 0.02%             | 2023-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $466621.22    | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4628000 | PA      | $1272614.52   | 0.03%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                             | CUSIP: 780086NK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110476.12    | 0.00%             | 2023-12-05      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6900000 | PA      | $7306377.44   | 0.18%             | 2025-04-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       80000 | PA      | $58339.10     | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                       | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $545087.39    | 0.01%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $399427.72    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1170000 | PA      | $1004458.73   | 0.02%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308272.34    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $853684.79    | 0.02%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                          | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $87498.40     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $131194.89    | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $536449.98    | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $378032.61    | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1680000 | PA      | $1081711.09   | 0.03%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4847000 | PA      | $4888807.56   | 0.12%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                              | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95965.01     | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $396001.03    | 0.01%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189800000 | PA      | $1559563.55   | 0.04%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $423753.80    | 0.01%             | 2024-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                    | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $248375.80    | 0.01%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                           | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |      100000 | PA      | $58901.75     | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                        | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $505443.36    | 0.01%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                   | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216592.96    | 0.01%             | 2023-04-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $211011.53    | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $250615.16    | 0.01%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $319804.83    | 0.01%             | 2023-10-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3533000 | PA      | $3507588.59   | 0.08%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $191258.01    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $352267.14    | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $263626.32    | 0.01%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $506328.52    | 0.01%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $477226.38    | 0.01%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58031000000 | PA      | $4196311.04   | 0.10%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NISSAN CANADA INC                              | Nissan Canada Inc                                                                | CUSIP: 65479EAB0<br>LEI: 2549009CAAU9H0OI9I95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136620.19    | 0.00%             | 2025-09-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $413612.86    | 0.01%             | 2025-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                        | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $185467.84    | 0.00%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                               | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $290393.07    | 0.01%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      295000 | PA      | $401176.20    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                       | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124076.44    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2101000 | PA      | $2544330.65   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746SY8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73601.89     | 0.00%             | 2024-02-08      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $402193.43    | 0.01%             | 2025-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2244000 | PA      | $2146695.50   | 0.05%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $242084.46    | 0.01%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $429536.96    | 0.01%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $431805.23    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5382433.24  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SIENNA SENIOR LIVING                           | Sienna Senior Living Inc                                                         | CUSIP: 82621KAB8<br>LEI: 549300K3HNLZV4V5LL42 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143969.04    | 0.00%             | 2024-11-04      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| University of Oxford                           | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $143419.85    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| LIBERBANK SA                                   | Liberbank SA                                                                     | CUSIP: 000000000<br>LEI: 635400XT3V7WHLSFYY25 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $266845.39    | 0.01%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108085.57    | 0.00%             | 2024-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $302208.63    | 0.01%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                       | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $541655.83    | 0.01%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $256477.24    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642869AF8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $37368.38     | 0.00%             | 2023-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      230000 | PA      | $236524.66    | 0.01%             | 2025-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   296940000 | PA      | $645867.56    | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $291265.63    | 0.01%             | 2028-11-20      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                          | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $97797.87     | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $297476.94    | 0.01%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                           | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225285.81    | 0.01%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                        | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199152.89    | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                       | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $105441.62    | 0.00%             | 2024-02-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                            | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $294278.10    | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                        | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $318911.20    | 0.01%             | 2023-09-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $315437.75    | 0.01%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $286432.71    | 0.01%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $152868.55    | 0.00%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $120625.31    | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                          | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |      200000 | PA      | $171545.80    | 0.00%             | 2029-07-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                       | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      573000 | PA      | $474086.30    | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      250000 | PA      | $358894.82    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                         | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |      300000 | PA      | $185199.35    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   286800000 | PA      | $2370217.52   | 0.06%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                     | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $282627.56    | 0.01%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                       | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117703.84    | 0.00%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                              | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $341326.06    | 0.01%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3360000 | PA      | $3483808.85   | 0.08%             | 2024-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                               | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113316.13    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $217258.29    | 0.01%             | 2024-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      150000 | PA      | $108134.78    | 0.00%             | 2024-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $117018.60    | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $343319.90    | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $297561.74    | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                         | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $98705.63     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       40000 | PA      | $54806.08     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      330000 | PA      | $337399.06    | 0.01%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    33000000 | PA      | $4914775.16   | 0.12%             | 2026-08-04      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $267187.85    | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2507000 | PA      | $3649480.06   | 0.09%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301341.76    | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $315414.92    | 0.01%             | 2024-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5470000 | PA      | $3686324.90   | 0.09%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      397000 | PA      | $369586.58    | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $308758.30    | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32500000 | PA      | $4867965.58   | 0.12%             | 2024-04-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 2 PLC                          | THFC Funding No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 213800C5UBBTGH5RTF22 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $353097.35    | 0.01%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $250485.96    | 0.01%             | 2033-10-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA ACQUISITIO                       | Smurfit Kappa Acquisitions ULC                                                   | CUSIP: 000000000<br>LEI: 6354002XN4LUSDRPTR29 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $373531.80    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086RN6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71999.55     | 0.00%             | 2029-12-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       21000 | PA      | $20253.55     | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $613015.80    | 0.01%             | 2026-03-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      350000 | PA      | $323053.42    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      730000 | PA      | $682163.78    | 0.02%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                          | CUSIP: 63306AGJ9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139593.40    | 0.00%             | 2026-08-18      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $106492.90    | 0.00%             | 2024-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                             | Autonomous Community of Andalusia Spain                                          | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      150000 | PA      | $128912.11    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $359172.72    | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1400000 | PA      | $1030979.44   | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                             | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224959.67    | 0.01%             | 2024-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $139178.05    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N91<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2300000 | PA      | $1696110.63   | 0.04%             | 2024-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107785.13    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $257736.16    | 0.01%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $392491.71    | 0.01%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6670000 | PA      | $6989593.47   | 0.17%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087P65<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $601158.92    | 0.01%             | 2025-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                         | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99204.64     | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                         | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $406876.88    | 0.01%             | 2025-09-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $353162.96    | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                        | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $644651.87    | 0.02%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    39193000 | PA      | $2035213.68   | 0.05%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $168445.24    | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2153182.50   | 0.05%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $758291.70    | 0.02%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 549300685QG7DJS55M76 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $347099.92    | 0.01%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $545745.11    | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $306890.77    | 0.01%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                       | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $649261.82    | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34550000 | PA      | $308445.65    | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                       | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $108404.11    | 0.00%             | 2023-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217987.30    | 0.01%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $181009.43    | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   585550000 | PA      | $4371302.93   | 0.11%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $358468.48    | 0.01%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $319583.06    | 0.01%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 060505FM1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146313.93    | 0.00%             | 2025-04-25      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $353648.40    | 0.01%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                | PSP Capital Inc                                                                  | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147373.64    | 0.00%             | 2025-11-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $166355.52    | 0.00%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3004432.47   | 0.07%             | 2026-02-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $288869.97    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      440000 | PA      | $490920.68    | 0.01%             | 2026-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                          | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143854.80    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300FLKF3NX2O0U724 | Long             | DBT              | NUSS              | PT        |     1339420 | PA      | $1544437.30   | 0.04%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $84007.37     | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      350000 | PA      | $366290.84    | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC SFH FRANCE                                | HSBC SFH France SA                                                               | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197648.28    | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $357902.52    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      450000 | PA      | $435477.09    | 0.01%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $209128.58    | 0.01%             | 2024-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    29633000 | PA      | $948947.23    | 0.02%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                             | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $506612.05    | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1300000 | PA      | $1012423.81   | 0.02%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30258000 | PA      | $1480417.30   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1051737.84   | 0.03%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AXA BANK EUROPE SCF                            | AXA Bank Europe SCF                                                              | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $276528.64    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1097152.10   | 0.03%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Canada                               | HSBC Bank Canada                                                                 | CUSIP: 40427HTC7<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150313.78    | 0.00%             | 2023-01-31      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   110000000 | PA      | $16104529.41  | 0.39%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZES8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $74736.76     | 0.00%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $472031.68    | 0.01%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $408812.37    | 0.01%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    75000000 | PA      | $637371.80    | 0.02%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      400000 | PA      | $419722.65    | 0.01%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $315584.52    | 0.01%             | 2025-07-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      135000 | PA      | $146662.56    | 0.00%             | 2023-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8140000 | PA      | $7199520.78   | 0.17%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1515047.47   | 0.04%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   261200000 | PA      | $1809868.27   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415EK46<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149429.93    | 0.00%             | 2023-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $304532.71    | 0.01%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $589898.63    | 0.01%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2500000 | PA      | $2258065.57   | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                        | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $455911.71    | 0.01%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HSBC BNK CAO FND STER 1                        | HSBC Bank Capital Funding Sterling 1 LP                                          | CUSIP: 000000000<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $453305.21    | 0.01%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5155351.16   | 0.12%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351000000 | PA      | $2655562.48   | 0.06%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      520000 | PA      | $490594.41    | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $162713.95    | 0.00%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $375374.85    | 0.01%             | 2023-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4663000 | PA      | $4142749.61   | 0.10%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $191268.59    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $120430.16    | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $1305096.31   | 0.03%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1561000 | PA      | $1403945.58   | 0.03%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                 | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $88383.15     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $201570.71    | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                       | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $204359.26    | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                       | GE Capital UK Funding Unlimited Co                                               | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $368275.58    | 0.01%             | 2023-09-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      530000 | PA      | $469778.96    | 0.01%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $153201.22    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6365000 | PA      | $6377206.37   | 0.15%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                        | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-825091.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $222659.26    | 0.01%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1644363.21   | 0.04%             | 2024-08-14      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $163139.95    | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $283446.18    | 0.01%             | 2027-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $194786.90    | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 037833BJ8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236707.11    | 0.01%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35626.24     | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT                          | Luxembourg Government Bond                                                       | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      190000 | PA      | $201351.22    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                 | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      526000 | PA      | $476618.09    | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1424160.61  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                        | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $95150.66     | 0.00%             | 2031-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $207863.67    | 0.01%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                            | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55566.50     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $168227.81    | 0.00%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $196445.89    | 0.00%             | 2030-06-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GPJ7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142020.97    | 0.00%             | 2025-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                            | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $275122.96    | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1030000 | PA      | $655498.18    | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $290668.93    | 0.01%             | 2031-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                             | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $255512.94    | 0.01%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $896294.93    | 0.02%             | 2024-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                          | Annington Funding PLC                                                            | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $306890.77    | 0.01%             | 2034-07-12      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1140000 | PA      | $1229957.08   | 0.03%             | 2024-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                       | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $211087.90    | 0.01%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      475000 | PA      | $408810.37    | 0.01%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   265200000 | PA      | $2052368.67   | 0.05%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $748881.29    | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $583287.00    | 0.01%             | 2031-11-28      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                           | FCA Bank SpA/Ireland                                                             | CUSIP: 000000000<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103858.73    | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                 | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $315907.40    | 0.01%             | 2024-05-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4615000 | PA      | $4297180.53   | 0.10%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                            | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $254871.52    | 0.01%             | 2025-05-13      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $423713.12    | 0.01%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                      | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $378924.07    | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $268452.75    | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $451493.53    | 0.01%             | 2030-01-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      250000 | PA      | $235895.31    | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $690643.12    | 0.02%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1433000 | PA      | $1775133.67   | 0.04%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2417000 | PA      | $2395700.33   | 0.06%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      842000 | PA      | $573007.08    | 0.01%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5025000 | PA      | $5507125.45   | 0.13%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                            | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $925402.51    | 0.02%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205336.60    | 0.00%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086RF3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $434486.49    | 0.01%             | 2024-11-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $568249.12    | 0.01%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220124.02    | 0.01%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                        | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $180969.98    | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                       | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97333.47     | 0.00%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2320000 | PA      | $2383518.80   | 0.06%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $600249.04    | 0.01%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $208526.30    | 0.01%             | 2025-01-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      465000 | PA      | $608515.49    | 0.01%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MMS USA INVESTMENTS INC                        | MMS USA Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $279206.29    | 0.01%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                     | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $245052.38    | 0.01%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                       | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      209000 | PA      | $226035.17    | 0.01%             | 2024-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $260377.94    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $223015.84    | 0.01%             | 2024-06-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                          | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122378.81    | 0.00%             | 2045-10-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2799720000 | PA      | $2157339.04   | 0.05%             | 2025-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                 | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $255228.11    | 0.01%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                         | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $107648.54    | 0.00%             | 2023-11-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      587000 | PA      | $590493.27    | 0.01%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1030000 | PA      | $677580.89    | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $199496.43    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $207482.64    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3068000 | PA      | $2993367.60   | 0.07%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1108500000 | PA      | $8491587.75   | 0.21%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BS0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403980.71    | 0.01%             | 2027-03-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1046697.45   | 0.03%             | 2024-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                       | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $311106.55    | 0.01%             | 2024-09-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35300000 | PA      | $5286993.84   | 0.13%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                      | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $286825.04    | 0.01%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                         | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    13000000 | PA      | $1187734.28   | 0.03%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                       | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320718.04    | 0.01%             | 2025-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1244850000 | PA      | $9587444.22   | 0.23%             | 2025-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $99560.14     | 0.00%             | 2026-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    59100000 | PA      | $527030.43    | 0.01%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                        | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $187803.04    | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $442171.39    | 0.01%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                      | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97278.21     | 0.00%             | 2026-09-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3034771.61   | 0.07%             | 2025-09-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                            | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $364447.58    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $436827.87    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    39570000 | PA      | $1588231.37   | 0.04%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      468000 | PA      | $500594.89    | 0.01%             | 2024-11-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $207765.30    | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1195276.33   | 0.03%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING                       | Abbott Ireland Financing DAC                                                     | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $513026.24    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $607722.37    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $310000.91    | 0.01%             | 2025-11-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                      | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212057.37    | 0.01%             | 2024-01-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SKF AB                                         | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $82066.80     | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $84741.19     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                        | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: 802UEDW6ZEY0W4YCVU89 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $325792.86    | 0.01%             | 2023-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      294000 | PA      | $283182.07    | 0.01%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4638000 | PA      | $4906366.22   | 0.12%             | 2026-04-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $483510.10    | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                   | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402136.90    | 0.01%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                           | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $295953.84    | 0.01%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                          | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $140031.48    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-980375.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      710000 | PA      | $370346.45    | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $303008.36    | 0.01%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZBW9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109594.53    | 0.00%             | 2025-06-26      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $293814.33    | 0.01%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      325000 | PA      | $302240.29    | 0.01%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $652016.23    | 0.02%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1287500000 | PA      | $9524720.55   | 0.23%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                       | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     2500000 | PA      | $236332.91    | 0.01%             | 2023-09-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226905.95    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207971.86    | 0.01%             | 2025-03-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    97000000 | PA      | $811866.86    | 0.02%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   100500000 | PA      | $908395.23    | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                             | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      400000 | PA      | $409638.24    | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3164000 | PA      | $3830405.62   | 0.09%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $198568.01    | 0.00%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      510000 | PA      | $757900.86    | 0.02%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                            | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131219.42    | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311083.71    | 0.01%             | 2024-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Indonesia Government                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1232849.90   | 0.03%             | 2024-05-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1150000 | PA      | $773884.55    | 0.02%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                          | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262612.90    | 0.01%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      620000 | PA      | $636543.47    | 0.02%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232535.15    | 0.01%             | 2025-09-03      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $357607.23    | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $178762.30    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                         | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $586376.27    | 0.01%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                       | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $207189.11    | 0.01%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                            | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $366008.72    | 0.01%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206826.00    | 0.00%             | 2025-06-29      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $257198.02    | 0.01%             | 2025-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2630000 | PA      | $1637691.51   | 0.04%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                       | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $211511.62    | 0.01%             | 2024-01-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $254857.77    | 0.01%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $547855.81    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2318000 | PA      | $3166423.34   | 0.08%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6084000 | PA      | $5128734.30   | 0.12%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      520000 | PA      | $492437.35    | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                        | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $158253.50    | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $309916.12    | 0.01%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                       | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $190910.12    | 0.00%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PDY6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1117759.57   | 0.03%             | 2023-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $485923.58    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      286000 | PA      | $295328.99    | 0.01%             | 2024-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3553000 | PA      | $4181404.28   | 0.10%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      450000 | PA      | $432111.27    | 0.01%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131646.31    | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      253000 | PA      | $259860.82    | 0.01%             | 2025-06-26      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $116201.27    | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590991.08    | 0.01%             | 2025-02-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NV                       | Compass Group Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $288063.04    | 0.01%             | 2024-07-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $432359.68    | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONL HOUSING FIN INVT                       | National Housing Finance and Investment Corp                                     | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $299075.62    | 0.01%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5755000 | PA      | $1107280.19   | 0.03%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $969357.58    | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101755.10    | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      900000 | PA      | $820163.59    | 0.02%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   322450000 | PA      | $2138180.53   | 0.05%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                       | Granite REIT Holdings LP                                                         | CUSIP: 387427AC1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |       50000 | PA      | $37146.29     | 0.00%             | 2023-11-30      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105532.94    | 0.00%             | 2024-02-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                        | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-696322.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1075000000 | PA      | $7939382.71   | 0.19%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186039.69    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                         | Canadian Tire Corp Ltd                                                           | CUSIP: 13668ZAX6<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149184.92    | 0.00%             | 2023-07-06      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $226818.69    | 0.01%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $549026.13    | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213214.09    | 0.01%             | 2044-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2076000 | PA      | $1669672.42   | 0.04%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                               | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141129.61    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      509000 | PA      | $545894.69    | 0.01%             | 2024-04-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROADSTER FINANCE DAC                           | Roadster Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400KZYOJPAAGFRD47 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $99281.83     | 0.00%             | 2024-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LIBRA LONGHURST TRES                           | Libra Longhurst Group Treasury NO 2 PLC                                          | CUSIP: 000000000<br>LEI: 213800V39AD5P9CS4E77 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95012.01     | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      250000 | PA      | $257518.73    | 0.01%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $246791.28    | 0.01%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $239716.65    | 0.01%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                         | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $62441.85     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $179771.18    | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $308825.67    | 0.01%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $277366.83    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                   | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $185211.28    | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $370628.06    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $319081.18    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                         | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $110283.32    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $179245.00    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1126000 | PA      | $1413430.92   | 0.03%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $530149.95    | 0.01%             | 2026-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                       | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      144542 | PA      | $100679.35    | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   119660000 | PA      | $17688630.88  | 0.43%             | 2024-06-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $256790.20    | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                             | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $267966.01    | 0.01%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $309697.60    | 0.01%             | 2025-03-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $253055.65    | 0.01%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $114773.47    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      240000 | PA      | $243593.86    | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                        | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $356467.89    | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                             | Viterra Finance BV                                                               | CUSIP: 000000000<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $266744.29    | 0.01%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                        | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $179298.27    | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $245104.56    | 0.01%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                       | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $312460.05    | 0.01%             | 2024-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                              | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $192943.09    | 0.00%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                           | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $434207.84    | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $464249.04    | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                    | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $79435.90     | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $1004157.60   | 0.02%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $287667.51    | 0.01%             | 2032-05-03      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                               | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $662553.98    | 0.02%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $197311.26    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GR2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $358419.45    | 0.01%             | 2025-08-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 549300685QG7DJS55M76 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $329673.99    | 0.01%             | 2025-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $394035.46    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2015000 | PA      | $2465594.90   | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $228996.87    | 0.01%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100783.18    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    38000000 | PA      | $5831302.58   | 0.14%             | 2025-10-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3930000 | PA      | $816796.07    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARTNERRE IRELAND FINANC                       | PartnerRe Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 54930031Y2QTHTYUHU14 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $296752.90    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                       | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $267960.81    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139168.01    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    18000000 | PA      | $2877970.09   | 0.07%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      868000 | PA      | $936635.18    | 0.02%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $374424.35    | 0.01%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   253100000 | PA      | $1348071.29   | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120668.85    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $439295.70    | 0.01%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                    | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5540000 | PA      | $5214498.53   | 0.13%             | 2034-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                   | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $93064.42     | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280BE8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $147859.16    | 0.00%             | 2023-12-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8000000 | PA      | $415016.06    | 0.01%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $165588.21    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $286092.22    | 0.01%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BMW CANADA INC                                 | BMW Canada Inc                                                                   | CUSIP: 05590HAY3<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147318.03    | 0.00%             | 2023-11-27      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $297372.58    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4478910 | PA      | $4549484.89   | 0.11%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      100000 | PA      | $93523.19     | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $118358.49    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $264823.29    | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $510221.39    | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      100000 | PA      | $106909.28    | 0.00%             | 2024-06-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                       | John Deere Cash Management SARL                                                  | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $251523.10    | 0.01%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $546456.11    | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $3269744.49   | 0.08%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      475000 | PA      | $383052.52    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $200650.99    | 0.00%             | 2026-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $522457.26    | 0.01%             | 2024-12-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5881000 | PA      | $5687429.45   | 0.14%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       50000 | PA      | $55089.17     | 0.00%             | 2024-02-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $482004.40    | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                        | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |       50000 | PA      | $61683.78     | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $402535.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $210294.01    | 0.01%             | 2024-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $148811.31    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $236924.95    | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7071730000 | PA      | $5587688.59   | 0.13%             | 2025-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216427.71    | 0.01%             | 2024-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $173341.77    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3349000 | PA      | $3310931.10   | 0.08%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      783000 | PA      | $539319.30    | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $220251.78    | 0.01%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $448076.69    | 0.01%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $261943.43    | 0.01%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140259.41    | 0.00%             | 2025-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                           | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $181075.76    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                         | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $518728.34    | 0.01%             | 2024-09-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $361251.35    | 0.01%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                       | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      470000 | PA      | $479516.13    | 0.01%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5342000 | PA      | $5525832.41   | 0.13%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                   | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      450000 | PA      | $518904.51    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                        | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      537000 | PA      | $527036.87    | 0.01%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                         | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $181554.35    | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      510000 | PA      | $543890.00    | 0.01%             | 2024-01-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1640000 | PA      | $999776.93    | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $512192.85    | 0.01%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                         | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219208.04    | 0.01%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1370000 | PA      | $1384780.77   | 0.03%             | 2026-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4013000 | PA      | $3594543.98   | 0.09%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                               | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $675978.11    | 0.02%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1130000 | PA      | $777949.18    | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      302000 | PA      | $326684.37    | 0.01%             | 2023-05-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1084350.19   | 0.03%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $270338.41    | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $170006.39    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $402745.71    | 0.01%             | 2026-04-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $94620.13     | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2421000 | PA      | $1830639.39   | 0.04%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   424600000 | PA      | $2828622.47   | 0.07%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $355079.60    | 0.01%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                         | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $290505.43    | 0.01%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-74077.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $280879.42    | 0.01%             | 2032-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                       | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      150000 | PA      | $153351.79    | 0.00%             | 2025-03-22      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                  | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $283915.83    | 0.01%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $401843.60    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $262451.68    | 0.01%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    86000000 | PA      | $12818765.86  | 0.31%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $241226.73    | 0.01%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      424000 | PA      | $542283.46    | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE DSM NV                             | Koninklijke DSM NV                                                               | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      470000 | PA      | $486219.93    | 0.01%             | 2025-04-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $525740.46    | 0.01%             | 2024-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $301142.81    | 0.01%             | 2026-04-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49000000 | PA      | $7226048.74   | 0.17%             | 2025-02-24      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $275858.86    | 0.01%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $355976.50    | 0.01%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                       | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $266620.35    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1806000 | PA      | $1801904.36   | 0.04%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $278955.16    | 0.01%             | 2031-12-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087K52<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5870000 | PA      | $4200212.09   | 0.10%             | 2025-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2605000 | PA      | $2048064.98   | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                               | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $277413.10    | 0.01%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1260640000 | PA      | $975588.81    | 0.02%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $339840.40    | 0.01%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                    | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $174865.95    | 0.00%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $205964.77    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                        | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $153346.90    | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4354294 | PA      | $2987451.01   | 0.07%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $244801.25    | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $259342.43    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      213000 | PA      | $227929.79    | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3668000 | PA      | $4782768.36   | 0.12%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1480487.77   | 0.04%             | 2025-06-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                         | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $284652.92    | 0.01%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                       | Toyota Credit Canada Inc                                                         | CUSIP: 892329BG7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149097.74    | 0.00%             | 2023-07-12      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                     | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $103173.83    | 0.00%             | 2079-06-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                         | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $307972.29    | 0.01%             | 2026-04-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                           | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      436000 | PA      | $391384.51    | 0.01%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $588757.13    | 0.01%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                               | RELX Capital Inc                                                                 | CUSIP: 74949LAA0<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      350000 | PA      | $362782.60    | 0.01%             | 2025-05-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $373636.17    | 0.01%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $272176.24    | 0.01%             | 2023-02-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      225000 | PA      | $210263.30    | 0.01%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6288000 | PA      | $6550598.15   | 0.16%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                          | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141888.69    | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Republic Of Kazakhstan                         | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $80096.89     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                       | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $255580.34    | 0.01%             | 2082-03-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                       | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $92579.55     | 0.00%             | 2081-03-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $509759.35    | 0.01%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      210000 | PA      | $230347.08    | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   156300000 | PA      | $895172.18    | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      247000 | PA      | $250220.70    | 0.01%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $511819.50    | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13490000 | PA      | $8787488.60   | 0.21%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                        | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $311370.72    | 0.01%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256463.68    | 0.01%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2587710000 | PA      | $1845618.30   | 0.04%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                       | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BE2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      400000 | PA      | $285454.89    | 0.01%             | 2025-02-12      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $631625.64    | 0.02%             | 2024-03-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1590000 | PA      | $1963269.10   | 0.05%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-163217.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                         | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206484.63    | 0.00%             | 2025-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                          | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $84377.89     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| HSBC BANK CANADA                               | HSBC Bank Canada                                                                 | CUSIP: 40427HTP8<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $367058.74    | 0.01%             | 2025-03-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1750000 | PA      | $1258032.39   | 0.03%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1870000 | PA      | $1709464.40   | 0.04%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311047.84    | 0.01%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $178029.56    | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $131766.97    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                         | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $391365.62    | 0.01%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $166365.65    | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                       | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311109.81    | 0.01%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                       | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $171671.91    | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $245877.53    | 0.01%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $203214.49    | 0.00%             | 2025-03-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 748148BY8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $450296.49    | 0.01%             | 2023-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                       | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $195721.85    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                          | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $300824.53    | 0.01%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $192956.14    | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                   | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $176823.12    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                       | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128970.73    | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353037.56    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3013140000 | PA      | $2284218.43   | 0.06%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $400715.49    | 0.01%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIB Mortgage Bank                              | AIB Mortgage Bank                                                                | CUSIP: 000000000<br>LEI: 549300CGO72ED3XVUZ04 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $108715.03    | 0.00%             | 2023-02-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                    | AltaGas Ltd                                                                      | CUSIP: 02138ZAT0<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141542.97    | 0.00%             | 2025-06-10      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292651.91    | 0.01%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $248991.22    | 0.01%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $190112.36    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      780000 | PA      | $377994.34    | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $161884.18    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| H&M FINANCE BV                                 | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $127491.75    | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300TK7G7NZTVM1Z30 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $371043.43    | 0.01%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $193668.22    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5048280000 | PA      | $3989813.30   | 0.10%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                       | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      230000 | PA      | $258350.15    | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $207987.08    | 0.01%             | 2025-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109829.36    | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                       | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $91586.98     | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $138689.60    | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                          | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135568.00    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $519086.01    | 0.01%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                        | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $299313.14    | 0.01%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $277810.39    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                             | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $320957.76    | 0.01%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $687452.98    | 0.02%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $90980.35     | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $603603.13    | 0.01%             | 2027-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   900000000 | PA      | $446390.65    | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      310000 | PA      | $331904.06    | 0.01%             | 2023-10-11      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      520000 | PA      | $545871.22    | 0.01%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      320000 | PA      | $254114.86    | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                       | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      200000 | PA      | $145963.70    | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                       | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $270733.04    | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $211252.88    | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $451667.47    | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                       | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $215610.17    | 0.01%             | 2024-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $537514.30    | 0.01%             | 2025-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC (THE)                           | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201654.73    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                          | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $348681.18    | 0.01%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                       | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102532.41    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                         | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $348566.01    | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $420205.34    | 0.01%             | 2024-04-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $133120.89    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $684490.79    | 0.02%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     9000000 | PA      | $278746.44    | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                          | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      269232 | PA      | $270974.93    | 0.01%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65250000 | PA      | $539439.77    | 0.01%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                   | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $324289.33    | 0.01%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $854770.58    | 0.02%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108574.79    | 0.00%             | 2023-05-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                              | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $201535.93    | 0.00%             | 2025-07-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                       | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $220311.01    | 0.01%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                 | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $103614.12    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2300000 | PA      | $2134205.45   | 0.05%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                       | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $35208.14     | 0.00%             | 2025-05-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216305.29    | 0.01%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $293269.67    | 0.01%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $244477.36    | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3089737.23   | 0.07%             | 2025-01-12      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $36485.02     | 0.00%             | 2025-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $564867.00    | 0.01%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $59160.76     | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $396901.19    | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $215057.90    | 0.01%             | 2023-07-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $150696.14    | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $85743.55     | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $163720.49    | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                       | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $107827.92    | 0.00%             | 2023-06-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   552400000 | PA      | $4383000.01   | 0.11%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2269000 | PA      | $2997883.41   | 0.07%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2229000 | PA      | $2868507.49   | 0.07%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                       | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $244815.38    | 0.01%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                       | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $63492.37     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 549300JQIZM6CL7POC81 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212037.80    | 0.01%             | 2024-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                       | CUSIP: 87971MAR4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147612.64    | 0.00%             | 2024-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4345000 | PA      | $4281580.03   | 0.10%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $115037.33    | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $195545.73    | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $348532.78    | 0.01%             | 2027-02-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $588537.70    | 0.01%             | 2024-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      880000 | PA      | $789692.08    | 0.02%             | 2027-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $97028.17     | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328761.87    | 0.01%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $65300.34     | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2490000 | PA      | $2434869.15   | 0.06%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $481493.44    | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                          | British Columbia Ferry Services Inc                                              | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55788.96     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $358844.09    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225313.11    | 0.01%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $556677.49    | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $414443.44    | 0.01%             | 2025-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103080.33    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                       | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      100000 | PA      | $79461.99     | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2594000 | PA      | $2615302.79   | 0.06%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $536991.38    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $369309.31    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $424393.04    | 0.01%             | 2025-03-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133449.80    | 0.00%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $242589.28    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      330000 | PA      | $336168.51    | 0.01%             | 2025-07-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      635000 | PA      | $829112.69    | 0.02%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      470000 | PA      | $422206.78    | 0.01%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $102619.38    | 0.00%             | 2024-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STOREBRAND LIVSFORSIKRIN                       | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $79641.37     | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    77800000 | PA      | $11804340.42  | 0.29%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $330872.15    | 0.01%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                           | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      425000 | PA      | $382221.67    | 0.01%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      544000 | PA      | $408900.72    | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1266043.10   | 0.03%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314043.76    | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                          | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124902.45    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |     6000000 | PA      | $575426.79    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      310000 | PA      | $313789.41    | 0.01%             | 2025-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1710000 | PA      | $1279754.22   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $172302.45    | 0.00%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                          | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $73224.48     | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                         | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAK2<br>LEI: N/A                  | Long             | DBT              |  | CA        |      300000 | PA      | $219010.94    | 0.01%             | 2025-01-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240302.10    | 0.01%             | 2025-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1055335.01   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| METRO INC                                      | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68317.61     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746TH4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $221793.24    | 0.01%             | 2026-04-28      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    34620000 | PA      | $1059460.10   | 0.03%             | 2023-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $424347.38    | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                              | OMERS Realty Corp                                                                | CUSIP: 68214WAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146909.17    | 0.00%             | 2023-09-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                           | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112894.50    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220812.45    | 0.01%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1889910.39   | 0.05%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   356950000 | PA      | $2770424.52   | 0.07%             | 2025-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                          | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $589761.65    | 0.01%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $108766.13    | 0.00%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13890000 | PA      | $2208129.60   | 0.05%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $415704.54    | 0.01%             | 2025-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $440408.40    | 0.01%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73282.48     | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $675652.93    | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $80055.58     | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      400000 | PA      | $352093.20    | 0.01%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $397453.46    | 0.01%             | 2026-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                        | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $743132.47    | 0.02%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4340000 | PA      | $2469611.61   | 0.06%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18250000 | PA      | $2901169.17   | 0.07%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                       | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $59719.13     | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $578386.80    | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $535100.82    | 0.01%             | 2024-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $311642.51    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $589494.21    | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72802.98     | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $524223.88    | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2010000 | PA      | $2045474.08   | 0.05%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4556.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      890000 | PA      | $599176.91    | 0.01%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                             | Red Electrica Corp SA                                                            | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $308895.28    | 0.01%             | 2025-04-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                    | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $173278.71    | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121700000 | PA      | $893492.01    | 0.02%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                            | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $317720.77    | 0.01%             | 2025-01-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                            | Cie de Saint-Gobain                                                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193569.29    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAURENTIAN BANK OF CDA                         | Laurentian Bank of Canada                                                        | CUSIP: 51925DBT2<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149332.23    | 0.00%             | 2023-06-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      597000 | PA      | $494611.82    | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3549000 | PA      | $3234641.44   | 0.08%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523930.23    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    50000000 | PA      | $420397.19    | 0.01%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $771846.08    | 0.02%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $275745.89    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2773000 | PA      | $2138213.45   | 0.05%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      550000 | PA      | $587450.92    | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                              | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $327012.64    | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $453427.26    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| CU Inc                                         | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79863.97     | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $136851.68    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $111019.79    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $477748.21    | 0.01%             | 2027-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2700000 | PA      | $2374926.62   | 0.06%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68658.07     | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAK3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $929936.49    | 0.02%             | 2025-09-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $186331.04    | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66936.23     | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $195539.20    | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                         | alstria office REIT-AG                                                           | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      100000 | PA      | $79463.08     | 0.00%             | 2027-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $309518.22    | 0.01%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $157328.78    | 0.00%             | 2025-10-31      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                             | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $223826.86    | 0.01%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3332420000 | PA      | $2203785.24   | 0.05%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $458130.58    | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $66975.26     | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $364886.78    | 0.01%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3505000 | PA      | $3673323.34   | 0.09%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $510851.93    | 0.01%             | 2025-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4724000 | PA      | $5110841.32   | 0.12%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3660000 | PA      | $3120308.40   | 0.08%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $341579.59    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $84393.30     | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $339047.40    | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                           | Westcoast Energy Inc                                                             | CUSIP: 95751ZAR4<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73198.30     | 0.00%             | 2025-12-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1230000 | PA      | $957935.76    | 0.02%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2520000 | PA      | $2190407.42   | 0.05%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    50000000 | PA      | $1327688.58   | 0.03%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                               | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $478465.30    | 0.01%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $147453.73    | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $185119.96    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                       | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $410542.75    | 0.01%             | 2025-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $265932.19    | 0.01%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                       | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     2500000 | PA      | $337381.44    | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73611.66     | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2028000 | PA      | $2071684.74   | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   103800000 | PA      | $837218.19    | 0.02%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1467836.82   | 0.04%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                          | Regional Municipality of Peel Ontario                                            | CUSIP: 705464EC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $70608.40     | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                   | DBS Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      400000 | PA      | $412577.89    | 0.01%             | 2024-11-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108607.88    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $173422.22    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $236607.94    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $746470.22    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                          | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $77705.27     | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $674212.06    | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $83018.06     | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   216800000 | PA      | $1641727.22   | 0.04%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142523.02    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22000000 | PA      | $1292322.56   | 0.03%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2306219.03   | 0.06%             | 2024-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2004990000 | PA      | $1186212.50   | 0.03%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      102000 | PA      | $105929.25    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                        | Samhallsbyggnadsbolaget i Norden AB                                              | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $316339.00    | 0.01%             | 2027-08-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    35930000 | PA      | $3193693.79   | 0.08%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100488.57    | 0.00%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $99003.52     | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       75000 | PA      | $79991.16     | 0.00%             | 2024-06-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $63388.84     | 0.00%             | 2026-05-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                  | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |       25000 | PA      | $29673.15     | 0.00%             | 2028-04-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    34000000 | PA      | $1717216.22   | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MAW6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      500000 | PA      | $525577.39    | 0.01%             | 2024-07-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255700000 | PA      | $1813993.73   | 0.04%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $217721.46    | 0.01%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       80000 | PA      | $86739.81     | 0.00%             | 2023-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244390.23    | 0.01%             | 2026-03-04      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                         | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $184197.58    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      570000 | PA      | $515910.99    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4010000 | PA      | $4232350.55   | 0.10%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $240920.66    | 0.01%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $282428.61    | 0.01%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      762000 | PA      | $896362.90    | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                      | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $100938.65    | 0.00%             | 2026-05-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                       | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $199261.61    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK                              | Logicor 2019-1 UK PLC                                                            | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $220265.83    | 0.01%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                    | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308826.79    | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      583000 | PA      | $583851.84    | 0.01%             | 2025-07-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245465.87    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                     | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $293347.94    | 0.01%             | 2080-09-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $55778.51     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20485000000 | PA      | $1346352.37   | 0.03%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1824000 | PA      | $1803781.72   | 0.04%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3160000 | PA      | $1921250.91   | 0.05%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1306521.43   | 0.03%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108522.42    | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                   | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      100000 | PA      | $82972.40     | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                           | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103441.01    | 0.00%             | 2048-04-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $389625.98    | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      720000 | PA      | $707079.96    | 0.02%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    37500000 | PA      | $5785765.03   | 0.14%             | 2025-04-02      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5080000 | PA      | $3567322.26   | 0.09%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1900000 | PA      | $1915686.06   | 0.05%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $597267.34    | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $155547.29    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1220000 | PA      | $781085.48    | 0.02%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   341600000 | PA      | $2579432.32   | 0.06%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      190000 | PA      | $258365.93    | 0.01%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $327293.13    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99805.83     | 0.00%             | 2030-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2978000 | PA      | $3377977.86   | 0.08%             | 2025-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $52409.89     | 0.00%             | 2024-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $279643.33    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $487934.81    | 0.01%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $607327.83    | 0.01%             | 2026-01-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $595293.07    | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                       | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $386838.52    | 0.01%             | 2026-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $563874.43    | 0.01%             | 2025-08-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                    | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100350.50    | 0.00%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1818765.86   | 0.04%             | 2035-04-27      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $169749.82    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                        | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192882.21    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                            | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $215166.62    | 0.01%             | 2024-06-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191877.68    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $198328.51    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36520000 | PA      | $1113721.71   | 0.03%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178575.31    | 0.00%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                      | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $102105.16    | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                        | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      100000 | PA      | $89650.76     | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   442450000 | PA      | $3609452.48   | 0.09%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    37500000 | PA      | $5694525.64   | 0.14%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                       | CUSIP: 87971MAX1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147641.20    | 0.00%             | 2025-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19760000000 | PA      | $1494153.92   | 0.04%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $720580.63    | 0.02%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $365341.40    | 0.01%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $354876.58    | 0.01%             | 2025-02-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       50000 | PA      | $53894.39     | 0.00%             | 2024-02-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $563475.45    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $190659.75    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $359803.27    | 0.01%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4559000 | PA      | $4666324.12   | 0.11%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      650000 | PA      | $675526.94    | 0.02%             | 2024-10-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8290000 | PA      | $725295.73    | 0.02%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                       | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $172885.17    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    14000000 | PA      | $1228306.69   | 0.03%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206800000 | PA      | $1372015.09   | 0.03%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOME                         | Places for People Homes Ltd                                                      | CUSIP: 000000000<br>LEI: 2138006VZYSUOICR2M02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229356.86    | 0.01%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $68404.59     | 0.00%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $314403.87    | 0.01%             | 2024-05-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $315953.06    | 0.01%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $186004.90    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $251333.93    | 0.01%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                          | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $451053.90    | 0.01%             | 2028-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                       | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      100000 | PA      | $101221.88    | 0.00%             | 2029-03-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61190000 | PA      | $1772786.08   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5957072.04  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124548.49    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $301798.36    | 0.01%             | 2025-07-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $378986.13    | 0.01%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                        | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $200148.72    | 0.00%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     7000000 | PA      | $646892.21    | 0.02%             | 2024-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                         | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $179779.04    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                              | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $234762.50    | 0.01%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1400000 | PA      | $1433718.62   | 0.03%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                             | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $199115.40    | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                       | Tesco Property Finance 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-CBDO         | CORP              | GB        |       91064 | PA      | $106985.25    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $217212.63    | 0.01%             | 2026-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: 529900M7QSB704RUUT95 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201281.53    | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $106660.32    | 0.00%             | 2026-03-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                           | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $322710.79    | 0.01%             | 2023-07-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1078461.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    88500000 | PA      | $713412.05    | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3278000 | PA      | $3679248.84   | 0.09%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FIN SA UNI                       | Red Electrica Financiaciones SAU                                                 | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $203312.33    | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $251036.05    | 0.01%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                         | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206379.01    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1780000 | PA      | $1737763.91   | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1277888.84   | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PGU1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $590997.71    | 0.01%             | 2023-12-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $270145.98    | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                         | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $323229.47    | 0.01%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $429524.39    | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                              | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65819.40     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    57000000 | PA      | $8486879.44   | 0.20%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $298445.59    | 0.01%             | 2026-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6145000 | PA      | $6355062.86   | 0.15%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO DELLA BRIANZ                       | Banco di Desio e della Brianza SpA                                               | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $196811.17    | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      820000 | PA      | $514352.71    | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $499790.18    | 0.01%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                        | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $90409.79     | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $122838.66    | 0.00%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                             | CUSIP: 780086QL1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223191.16    | 0.01%             | 2023-09-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ICADE SANTE SAS                                | Icade Sante SACA                                                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      300000 | PA      | $260602.98    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                        | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $408546.74    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                        | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $187900.89    | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      320000 | PA      | $335492.85    | 0.01%             | 2024-04-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                       | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $151542.23    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120231.18    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $388698.96    | 0.01%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5341990000 | PA      | $4335954.25   | 0.10%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3825000 | PA      | $3515469.06   | 0.08%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $621997.83    | 0.02%             | 2025-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $392752.62    | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $393721.78    | 0.01%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $86126.22     | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3929000 | PA      | $3744876.45   | 0.09%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                            | HeidelbergCement AG                                                              | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      531000 | PA      | $556939.36    | 0.01%             | 2025-02-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3677000 | PA      | $3831917.24   | 0.09%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                         | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136384.20    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $403845.90    | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      150000 | PA      | $148329.16    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $845347.83    | 0.02%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                              | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $293087.03    | 0.01%             | 2026-09-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   115000000 | PA      | $707457.84    | 0.02%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1217750.63   | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $440388.83    | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2490000 | PA      | $1348082.71   | 0.03%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $335055.38    | 0.01%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $722615.23    | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $294113.30    | 0.01%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1827120.36   | 0.04%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                   | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $473249.58    | 0.01%             | 2024-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                          | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $216936.50    | 0.01%             | 2023-07-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193582.33    | 0.00%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      518000 | PA      | $538466.90    | 0.01%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $96640.05     | 0.00%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                              | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $378876.23    | 0.01%             | 2029-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1650000 | PA      | $1157175.10   | 0.03%             | 2024-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                         | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221128.82    | 0.01%             | 2029-10-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2550000 | PA      | $272389.85    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $268534.83    | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                       | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $271062.45    | 0.01%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $186655.01    | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $209665.18    | 0.01%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   266000000 | PA      | $1735268.62   | 0.04%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     9395000 | PA      | $773257.64    | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4550000 | PA      | $3022099.10   | 0.07%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212987.97    | 0.01%             | 2024-06-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                        | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | NL        |      598000 | PA      | $621185.73    | 0.02%             | 2025-02-28      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1225000 | PA      | $1135431.21   | 0.03%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $157079.63    | 0.00%             | 2024-05-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1131242.27   | 0.03%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                 | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135166.66    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $557806.50    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                       | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $85213.36     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $66498.82     | 0.00%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   164650000 | PA      | $1073295.62   | 0.03%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $166083.95    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                          | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $86599.05     | 0.00%             | 2028-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3560000 | PA      | $4721538.50   | 0.11%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                             | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      400000 | PA      | $424640.91    | 0.01%             | 2024-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $405091.50    | 0.01%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-295738.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                           | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99222.04     | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                        | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $198154.89    | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $443718.23    | 0.01%             | 2025-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                           | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $203092.73    | 0.00%             | 2025-08-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187879.14    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SES SA                                         | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $187676.93    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363334.71    | 0.01%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $135912.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      300000 | PA      | $299766.48    | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                    | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $260720.39    | 0.01%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $962108.14    | 0.02%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                       | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAF3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109814.36    | 0.00%             | 2024-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3130000 | PA      | $3662786.95   | 0.09%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                            | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      227000 | PA      | $202004.32    | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      600000 | PA      | $650659.47    | 0.02%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $531176.21    | 0.01%             | 2024-01-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                         | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $469027.63    | 0.01%             | 2025-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $263006.67    | 0.01%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       61000 | PA      | $42498.72     | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $307209.11    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $974699.80    | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $100420.13    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $540476.25    | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                       | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97531.96     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      810000 | PA      | $521425.94    | 0.01%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2530000 | PA      | $2639260.48   | 0.06%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130516.85    | 0.00%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $988351.58    | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   454650000 | PA      | $261776.23    | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    53250000 | PA      | $475602.91    | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3540000 | PA      | $2378082.90   | 0.06%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $104066.38    | 0.00%             | 2025-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                             | Autonomous Community of Andalusia Spain                                          | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $201944.69    | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                 | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      200000 | PA      | $237227.37    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   100000000 | PA      | $88740.06     | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3510000 | PA      | $4006196.43   | 0.10%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $268733.96    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $383737.97    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $363160.39    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $950549.88    | 0.02%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                         | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $460977.83    | 0.01%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6518000 | PA      | $942908.19    | 0.02%             | 2023-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $104487.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $491228.87    | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1862790000 | PA      | $1426475.52   | 0.03%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121682.25    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                         | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $191190.60    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217858.78    | 0.01%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219745.56    | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $158482.06    | 0.00%             | 2024-01-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1723000 | PA      | $1120749.09   | 0.03%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $267305.26    | 0.01%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                   | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193823.68    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $175909.62    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2984689.84   | 0.07%             | 2024-02-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AXA HOME LOAN SFH                              | AXA Home Loan SFH SA                                                             | CUSIP: 000000000<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $266643.18    | 0.01%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3483470000 | PA      | $2736834.39   | 0.07%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                        | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202936.18    | 0.00%             | 2046-06-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $588972.38    | 0.01%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $475514.11    | 0.01%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SR BANK ASA                        | SpareBank 1 SR-Bank ASA                                                          | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $381354.94    | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1717000 | PA      | $1616769.05   | 0.04%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1010000 | PA      | $791926.28    | 0.02%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307098.22    | 0.01%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3195000 | PA      | $4078519.43   | 0.10%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2278076.65   | 0.06%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1277408.15   | 0.03%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $635963.37    | 0.02%             | 2024-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $334818.51    | 0.01%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   760000000 | PA      | $553236.56    | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                 | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $216504.90    | 0.01%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $218435.68    | 0.01%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                              | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800L53ZH5KG593W13 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $130582.19    | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $94989.76     | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                          | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208545.87    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      525000 | PA      | $456882.80    | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $253166.87    | 0.01%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4260000 | PA      | $2413108.86   | 0.06%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   219350000 | PA      | $1799743.45   | 0.04%             | 2026-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                    | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $290233.26    | 0.01%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $118933.70    | 0.00%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4460000 | PA      | $3559472.12   | 0.09%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      486000 | PA      | $488659.74    | 0.01%             | 2026-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      120000 | PA      | $64658.92     | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $195624.00    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                   | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $514717.97    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2291975.57   | 0.06%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $163694.16    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $429880.44    | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35800000 | PA      | $1222373.16   | 0.03%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                           | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88670.24     | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $4440734.35   | 0.11%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                 | CNP Assurances                                                                   | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $596375.88    | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $316442.28    | 0.01%             | 2024-09-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                           | CUSIP: 05565QDS4<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $221103.30    | 0.01%             | 2025-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                 | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $53717.64     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1160000 | PA      | $648502.89    | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $313102.55    | 0.01%             | 2025-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    54402000 | PA      | $1718203.37   | 0.04%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   180250000 | PA      | $1198237.03   | 0.03%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      310000 | PA      | $265252.28    | 0.01%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $212546.34    | 0.01%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                       | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $269147.98    | 0.01%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $196724.20    | 0.00%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2100000 | PA      | $1285183.22   | 0.03%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN SOR BOLIGKRE                       | Sparebanken Soer Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 549300OQVF8I8FNWOB83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $200757.53    | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      565000 | PA      | $450778.40    | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324931.84    | 0.01%             | 2023-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                       | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $381390.63    | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $371952.17    | 0.01%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                      | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $210733.22    | 0.01%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2200000 | PA      | $516122.60    | 0.01%             | 2023-03-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $212074.76    | 0.01%             | 2024-09-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $307962.51    | 0.01%             | 2025-03-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4240000 | PA      | $1090894.87   | 0.03%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance SA                           | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $497186.45    | 0.01%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                         | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      245745 | PA      | $297207.21    | 0.01%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $263430.11    | 0.01%             | 2025-03-03      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SWISSCOM AG (LUNAR FUNDI                       | Lunar Funding V for Swisscom AG                                                  | CUSIP: 000000000<br>LEI: 213800BNPFXIGDAFQL81 | Long             | DBT              | CORP              | IE        |      610000 | PA      | $611945.72    | 0.01%             | 2026-10-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                           | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $104858.91    | 0.00%             | 2024-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3301000 | PA      | $3314543.69   | 0.08%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      280000 | PA      | $330489.35    | 0.01%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $104330.92    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                        | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $211022.40    | 0.01%             | 2024-09-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      290000 | PA      | $335034.38    | 0.01%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                    | AltaLink LP                                                                      | CUSIP: 02135ZAL0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148894.82    | 0.00%             | 2023-11-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United Mexican States                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $161315.71    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                         | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $193199.66    | 0.00%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                    | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $303451.92    | 0.01%             | 2027-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $186265.81    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                        | Shaw Communications Inc                                                          | CUSIP: 82028KAY7<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $258451.02    | 0.01%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                       | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $458755.69    | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2100000 | PA      | $347619.64    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-156296.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119249.84    | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $455173.53    | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                         | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $62651.54     | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $471982.51    | 0.01%             | 2026-03-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   175150000 | PA      | $1277377.90   | 0.03%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $147049.04    | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $104791.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $94490.76     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $621759.09    | 0.02%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      560000 | PA      | $627543.17    | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $360442.17    | 0.01%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1307760.30   | 0.03%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141933.79    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      600000 | PA      | $362350.82    | 0.01%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      350000 | PA      | $364567.16    | 0.01%             | 2024-10-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $449963.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2701000 | PA      | $3500209.83   | 0.08%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                               | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $97020.56     | 0.00%             | 2081-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $201664.21    | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $493512.21    | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $469745.26    | 0.01%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109141.19    | 0.00%             | 2024-03-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $134324.90    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7662000 | PA      | $7914841.10   | 0.19%             | 2025-08-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11470000 | PA      | $8493515.39   | 0.21%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                          | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      370000 | PA      | $272207.65    | 0.01%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1024249.04   | 0.02%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   990700000 | PA      | $7599463.98   | 0.18%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $372931.70    | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $706524.86    | 0.02%             | 2025-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                         | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $267014.99    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      925000 | PA      | $961839.66    | 0.02%             | 2024-10-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128286.62    | 0.00%             | 2025-12-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                                | CUSIP: 125491AL4<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72357.30     | 0.00%             | 2024-07-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                              | Southern Power Co                                                                | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102989.01    | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188992.39    | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                    | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $400109.37    | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $611567.71    | 0.01%             | 2025-04-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $279993.68    | 0.01%             | 2025-08-11      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                       | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      350000 | PA      | $372877.34    | 0.01%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                           | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $132701.51    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $413682.44    | 0.01%             | 2025-04-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                          | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55239.56     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1037402.32   | 0.03%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $364625.87    | 0.01%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147051.97    | 0.00%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      381000 | PA      | $466663.24    | 0.01%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4410000 | PA      | $4537836.09   | 0.11%             | 2025-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                       | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $79912.07     | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $713570.68    | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                            | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $414343.43    | 0.01%             | 2024-10-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1500000 | PA      | $1318262.17   | 0.03%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                    | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $291678.08    | 0.01%             | 2026-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                       | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $194699.92    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495669.88    | 0.01%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1150000 | PA      | $1039385.28   | 0.03%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $89384.41     | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4577198.29   | 0.11%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                    | Isle of Man Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      150000 | PA      | $99152.54     | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      570000 | PA      | $431343.85    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| African Development Bank                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $282484.05    | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      634000 | PA      | $659767.05    | 0.02%             | 2024-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      350000 | PA      | $356645.10    | 0.01%             | 2025-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1210000 | PA      | $1119002.30   | 0.03%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1280000 | PA      | $887943.18    | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296098.40    | 0.01%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $176063.99    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      420000 | PA      | $435302.60    | 0.01%             | 2024-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $271659.30    | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $856554.86    | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $234442.88    | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   140350000 | PA      | $1162533.40   | 0.03%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCD4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $171312.62    | 0.00%             | 2050-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $345708.38    | 0.01%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $166797.25    | 0.00%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2141000 | PA      | $1531293.48   | 0.04%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2680000 | PA      | $1943774.26   | 0.05%             | 2025-07-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2700000 | PA      | $2542679.35   | 0.06%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $146879.44    | 0.00%             | 2028-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                        | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $101650.73    | 0.00%             | 2026-01-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      286000 | PA      | $180573.42    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $542209.70    | 0.01%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      970000 | PA      | $1076421.14   | 0.03%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                          | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $79705.51     | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CU INC                                         | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $210237.87    | 0.01%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Danone SA                                      | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $318754.65    | 0.01%             | 2024-05-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                         | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAJ0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |     1180000 | PA      | $861877.57    | 0.02%             | 2024-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   231500000 | PA      | $1426597.74   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SANOFI                                         | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $89968.21     | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      210000 | PA      | $225135.02    | 0.01%             | 2023-09-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                       | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187933.50    | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3841110000 | PA      | $2433638.49   | 0.06%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $518740.30    | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      680000 | PA      | $509114.93    | 0.01%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      235000 | PA      | $237826.63    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $297675.89    | 0.01%             | 2026-04-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2300000000 | PA      | $1790538.24   | 0.04%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33180000 | PA      | $965486.74    | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $256597.92    | 0.01%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $318810.09    | 0.01%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $164194.43    | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                               | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $376267.07    | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $332564.66    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 24342000000 | PA      | $1609559.94   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $137991.99    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU Inc                                         | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76591.64     | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $98973.08     | 0.00%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $353970.16    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      335000 | PA      | $223197.12    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RL FINANCE NO 4 PLC                            | RL Finance Bonds NO 4 PLC                                                        | CUSIP: 000000000<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198244.67    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89014.78     | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                        | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235550.70    | 0.01%             | 2024-11-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      400000 | PA      | $428242.49    | 0.01%             | 2024-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                       | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $109168.16    | 0.00%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   995000000 | PA      | $7660120.23   | 0.19%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4500000 | PA      | $4288245.15   | 0.10%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2760000 | PA      | $195186.81    | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                              | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $143468.55    | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217847.51    | 0.01%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1010000 | PA      | $889397.68    | 0.02%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $340558.42    | 0.01%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      440000 | PA      | $331809.58    | 0.01%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $-159981.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                             | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142982.98    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $258708.07    | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                            | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102604.16    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $507184.43    | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $733102.85    | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                         | Lower Mattagami Energy LP                                                        | CUSIP: 548243AG9<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221247.60    | 0.01%             | 2024-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1042631.51   | 0.03%             | 2024-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $216095.04    | 0.01%             | 2024-09-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2634000 | PA      | $2678339.27   | 0.06%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                         | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $253714.79    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GRP                           | Southern Housing Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2138005CTZT3OQXJW945 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91828.80     | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $771213.34    | 0.02%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $88448.63     | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      707000 | PA      | $587076.03    | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      950000 | PA      | $905005.35    | 0.02%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $526012.25    | 0.01%             | 2024-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   146800000 | PA      | $884566.85    | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1674000 | PA      | $2068759.54   | 0.05%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                          | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $104891.52    | 0.00%             | 2025-08-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $916953.46    | 0.02%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2610000 | PA      | $2719821.14   | 0.07%             | 2025-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      320000 | PA      | $318582.01    | 0.01%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1445000 | PA      | $1474759.74   | 0.04%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                         | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $205108.30    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      352000 | PA      | $393212.01    | 0.01%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $535899.88    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                       | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $170352.68    | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                             | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73030.70     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $572048.40    | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                        | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $277415.76    | 0.01%             | 2030-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $87155.75     | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      690000 | PA      | $636773.51    | 0.02%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $111189.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                       | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126771.64    | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89189.81     | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                            | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210781.05    | 0.01%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      820000 | PA      | $821929.13    | 0.02%             | 2026-03-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                             | BNP Paribas Cardif SA                                                            | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $211468.13    | 0.01%             | 2025-11-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                         | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       60000 | PA      | $40851.34     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203453.66    | 0.00%             | 2025-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $174611.56    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $214168.61    | 0.01%             | 2023-12-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                          | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229208.92    | 0.01%             | 2034-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2097598.74   | 0.05%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $515809.34    | 0.01%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                         | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      360000 | PA      | $338926.07    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                       | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      461000 | PA      | $457749.37    | 0.01%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3000000000 | PA      | $393500.13    | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $482145.73    | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $258577.62    | 0.01%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207754.43    | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $211876.90    | 0.01%             | 2025-06-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      660000 | PA      | $569028.61    | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4790000 | PA      | $1114475.77   | 0.03%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $190420.90    | 0.00%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $428176.33    | 0.01%             | 2030-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   371660000 | PA      | $799154.52    | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1375250000 | PA      | $10211494.07  | 0.25%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    47660000 | PA      | $2507056.98   | 0.06%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CRITERIA CAIXA SA                              | Criteria Caixa SA                                                                | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $325003.59    | 0.01%             | 2023-05-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                        | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |      110417 | PA      | $128553.12    | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100282.01    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $213831.60    | 0.01%             | 2023-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                              | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71433.62     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4910000 | PA      | $4374522.41   | 0.11%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                       | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $147807.33    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $131792.12    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      226000 | PA      | $206598.37    | 0.00%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-197146.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $313937.48    | 0.01%             | 2025-01-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $390091.28    | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $724591.12    | 0.02%             | 2025-02-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $162769.23    | 0.00%             | 2023-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $330280.62    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                               | CUSIP: 478375AV0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $214403.44    | 0.01%             | 2023-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $215462.32    | 0.01%             | 2024-03-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                        | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $279711.82    | 0.01%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                       | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $131720.11    | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      160000 | PA      | $139967.56    | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                           | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82201.61     | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2930000 | PA      | $709546.64    | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2904000 | PA      | $2929111.45   | 0.07%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                | CUSIP: 478160CA0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211544.23    | 0.01%             | 2024-05-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                   | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $215431.88    | 0.01%             | 2023-09-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $479550.70    | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                       | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $390320.16    | 0.01%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7364787.37   | 0.18%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                        | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $299042.44    | 0.01%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1091901.69   | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                            | BCI QuadReal Realty                                                              | CUSIP: 05554PAC7<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68062.08     | 0.00%             | 2026-02-04      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $192577.81    | 0.00%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                       | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $293142.20    | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTIONS SERV                         | International Distributions Services PLC                                         | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $265596.26    | 0.01%             | 2024-07-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   828450000 | PA      | $6376388.68   | 0.15%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                          | Annington Funding PLC                                                            | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $256111.17    | 0.01%             | 2029-07-12      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $182755.40    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    12300000 | PA      | $1845031.86   | 0.04%             | 2024-01-06      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $278423.55    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $387726.73    | 0.01%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    28875000 | PA      | $936123.83    | 0.02%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $1061281.12   | 0.03%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $191334.11    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VDK7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $773346.55    | 0.02%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                            | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $80010.70     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2010000 | PA      | $1667155.23   | 0.04%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7290000 | PA      | $4275516.47   | 0.10%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1175000 | PA      | $1125595.21   | 0.03%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN                            | Cie de Saint-Gobain                                                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $510634.50    | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      180000 | PA      | $195070.64    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      880000 | PA      | $1048975.44   | 0.03%             | 2024-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                    | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202918.78    | 0.00%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                   | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $278922.34    | 0.01%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-200186.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1313000 | PA      | $1530331.68   | 0.04%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      140000 | PA      | $149811.49    | 0.00%             | 2023-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $1688270.52   | 0.04%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $356876.66    | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $378998.00    | 0.01%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1131500000 | PA      | $814977.62    | 0.02%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1000000 | PA      | $684480.13    | 0.02%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    43902000 | PA      | $1259991.39   | 0.03%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2450000 | PA      | $2286257.55   | 0.06%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1890000 | PA      | $1368049.20   | 0.03%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $356050.43    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                              | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $93252.49     | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                        | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |      226880 | PA      | $299131.89    | 0.01%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                        | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      750000 | PA      | $778695.88    | 0.02%             | 2025-01-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      220000 | PA      | $184746.85    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                         | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $96777.03     | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                              | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $178105.66    | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                           | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      350000 | PA      | $375879.50    | 0.01%             | 2023-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $131574.16    | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3357000 | PA      | $4463520.51   | 0.11%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCA0<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73029.95     | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $269112.10    | 0.01%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2711000 | PA      | $2390437.83   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                 | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $214744.53    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101372.42    | 0.00%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5088000 | PA      | $1019784.75   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $411051.76    | 0.01%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $179663.82    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3923000 | PA      | $4471780.55   | 0.11%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1095000 | PA      | $712424.50    | 0.02%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5165000 | PA      | $5519224.95   | 0.13%             | 2024-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $264278.63    | 0.01%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $533937.74    | 0.01%             | 2024-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CIA SEGUROS                         | Cia de Seguros Fidelidade SA                                                     | CUSIP: 000000000<br>LEI: 529900FNLE8ZOPUOT704 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $189340.27    | 0.00%             | 2031-09-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                          | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $263041.46    | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON INTL FINANCE SCA                         | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      270000 | PA      | $277806.15    | 0.01%             | 2025-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201472.87    | 0.00%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                   | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92439.06     | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                 | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $215370.73    | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29450000 | PA      | $4375037.55   | 0.11%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $419423.91    | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                    | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      178000 | PA      | $191720.83    | 0.00%             | 2023-07-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                     | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       50000 | PA      | $66856.20     | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2690000 | PA      | $1989686.47   | 0.05%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                              | Ibercaja Banco SA                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $107008.21    | 0.00%             | 2025-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $151485.70    | 0.00%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306558.94    | 0.01%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                          | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $223790.16    | 0.01%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $85932.71     | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $361212.22    | 0.01%             | 2026-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                             | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131464.43    | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCH5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126923.45    | 0.00%             | 2051-03-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $233846.03    | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $202747.01    | 0.00%             | 2026-01-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                              | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $518342.40    | 0.01%             | 2025-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $321972.12    | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                             | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $74901.77     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GFB5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $506511.59    | 0.01%             | 2024-08-28      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $98817.62     | 0.00%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $477503.60    | 0.01%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $729469.17    | 0.02%             | 2025-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $143177.93    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4740000 | PA      | $4075632.40   | 0.10%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $145932.54    | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      284000 | PA      | $244731.23    | 0.01%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $210759.31    | 0.01%             | 2025-01-17      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $196924.23    | 0.00%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HBC5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $209509.60    | 0.01%             | 2030-07-21      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                 | Bruce Power LP                                                                   | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148313.10    | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $347175.98    | 0.01%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086SA3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140430.65    | 0.00%             | 2030-06-30      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                      | CUSIP: 713448DQ8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145896.06    | 0.00%             | 2024-05-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2779000 | PA      | $2798951.94   | 0.07%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $325301.47    | 0.01%             | 2025-11-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $319289.53    | 0.01%             | 2023-10-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      425000 | PA      | $340527.28    | 0.01%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VGP NV                                         | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $299227.25    | 0.01%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      625000 | PA      | $624092.23    | 0.02%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                        | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $253949.62    | 0.01%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201364.16    | 0.00%             | 2026-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $712300.89    | 0.02%             | 2025-09-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $208098.15    | 0.01%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $377259.35    | 0.01%             | 2024-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $8743493.74   | 0.21%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $251966.86    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     5000000 | PA      | $678116.83    | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      326000 | PA      | $295114.50    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    69850000 | PA      | $459379.19    | 0.01%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                        | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $175107.30    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $192238.62    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $366578.39    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                        | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $76636.39     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2455000 | PA      | $2125127.96   | 0.05%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                 | CUSIP: 06368AAD2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145649.54    | 0.00%             | 2024-09-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2752000 | PA      | $3008053.44   | 0.07%             | 2025-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                         | Sun Life Financial Inc                                                           | CUSIP: 86682ZAL0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $288181.58    | 0.01%             | 2029-08-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $217011.47    | 0.01%             | 2023-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $385742.68    | 0.01%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8780000 | PA      | $1679037.93   | 0.04%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $167588.57    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $180743.09    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      610000 | PA      | $378327.11    | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $242338.15    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $98368.62     | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                               | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $193838.90    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $432044.41    | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                   | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      500000 | PA      | $481107.50    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $602748.75    | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $433003.27    | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $394753.56    | 0.01%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $271786.49    | 0.01%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    16000000 | PA      | $1504345.17   | 0.04%             | 2024-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                          | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207741.38    | 0.01%             | 2025-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                              | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $199837.80    | 0.00%             | 2028-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   649050000 | PA      | $4932909.65   | 0.12%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4245000 | PA      | $3506251.96   | 0.08%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $772789.93    | 0.02%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $928941.63    | 0.02%             | 2024-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                       | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $305966.50    | 0.01%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                            | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113854.89    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1691000 | PA      | $1683065.59   | 0.04%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                       | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $134555.66    | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1502926.62   | 0.04%             | 2026-03-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                       | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      200000 | PA      | $139498.70    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5380000 | PA      | $5595203.28   | 0.14%             | 2024-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7701000 | PA      | $4682008.90   | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      400000 | PA      | $374075.38    | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   163650000 | PA      | $943729.88    | 0.02%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $216535.88    | 0.01%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $292809.81    | 0.01%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $216197.24    | 0.01%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                      | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $159900.79    | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                    | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $91571.76     | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                              | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $309707.38    | 0.01%             | 2024-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $308451.72    | 0.01%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6200014.43  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184422.01    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $462596.59    | 0.01%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                               | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $195545.73    | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $6014843.98   | 0.15%             | 2026-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $33246.40     | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   823500000 | PA      | $6381057.39   | 0.15%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $684250.24    | 0.02%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1628000 | PA      | $208870.40    | 0.01%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $472040.67    | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1170670000 | PA      | $920104.04    | 0.02%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192195.13    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1467540000 | PA      | $963872.84    | 0.02%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $294169.83    | 0.01%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                          | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $137033.56    | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   160000000 | PA      | $143455.76    | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $93779.76     | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   291000000 | PA      | $2231309.26   | 0.05%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   103000000 | PA      | $870576.11    | 0.02%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $152174.66    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      100000 | PA      | $109506.48    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   194200000 | PA      | $1355244.91   | 0.03%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      620000 | PA      | $543965.01    | 0.01%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   411250000 | PA      | $3148361.79   | 0.08%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2276000 | PA      | $2011229.26   | 0.05%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $374131.91    | 0.01%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                             | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $369800.70    | 0.01%             | 2028-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                               | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $431180.12    | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                       | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $67844.17     | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $550363.33    | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $267390.06    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1027193.98   | 0.02%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6475000 | PA      | $6474253.83   | 0.16%             | 2026-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      240000 | PA      | $248488.64    | 0.01%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                        | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |      605000 | PA      | $618966.15    | 0.01%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $365256.42    | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $267390.06    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                    | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211570.32    | 0.01%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $172104.47    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      937000 | PA      | $1059385.87   | 0.03%             | 2025-01-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $322110.41    | 0.01%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $959323.36    | 0.02%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    56000000 | PA      | $472755.04    | 0.01%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1760000 | PA      | $1578197.85   | 0.04%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $208765.48    | 0.01%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $220222.95    | 0.01%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                           | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303151.87    | 0.01%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $637739.34    | 0.02%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $598534.96    | 0.01%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $977890.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1530000 | PA      | $654791.70    | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                       | Fresenius Medical Care AG & Co KGaA                                              | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      338000 | PA      | $350487.65    | 0.01%             | 2025-07-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VANTAGE TOWERS AG                              | Vantage Towers AG                                                                | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201325.02    | 0.00%             | 2030-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3760000 | PA      | $721939.56    | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      800000 | PA      | $774381.52    | 0.02%             | 2026-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      896000 | PA      | $809806.97    | 0.02%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      711000 | PA      | $605594.01    | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $308820.27    | 0.01%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $344778.85    | 0.01%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206RDW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146350.01    | 0.00%             | 2024-05-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                            | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1109760 | PA      | $869495.14    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415GAZ3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213949.12    | 0.01%             | 2025-01-10      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6019000 | PA      | $5905691.75   | 0.14%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $272825.52    | 0.01%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                       | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      350000 | PA      | $239628.60    | 0.01%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                              | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $241224.27    | 0.01%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $509589.30    | 0.01%             | 2045-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   326650000 | PA      | $2531515.54   | 0.06%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $209598.23    | 0.01%             | 2024-05-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $84853.33     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                       | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $526789.56    | 0.01%             | 2024-03-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $495360.04    | 0.01%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9121692.48   | 0.22%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $212722.70    | 0.01%             | 2025-06-14      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      450000 | PA      | $468861.30    | 0.01%             | 2024-06-26      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                              | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $180356.06    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $225862.00    | 0.01%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 OESTLANDET                         | Sparebank 1 Oestlandet                                                           | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | DBT              | CORP              | NO        |      250000 | PA      | $255855.39    | 0.01%             | 2024-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FNR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144398.93    | 0.00%             | 2024-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       70000 | PA      | $62927.52     | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      335000 | PA      | $313812.57    | 0.01%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $272562.49    | 0.01%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139353.10    | 0.00%             | 2024-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $108462.81    | 0.00%             | 2024-02-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $349480.23    | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $193075.18    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $194580.34    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1150000 | PA      | $1285416.64   | 0.03%             | 2025-10-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                       | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $163548.72    | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $483504.67    | 0.01%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $256128.27    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                    | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $33255.42     | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $216879.94    | 0.01%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      900000 | PA      | $904279.68    | 0.02%             | 2026-10-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93553.63     | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                       | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $311243.53    | 0.01%             | 2024-06-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                         | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $433443.39    | 0.01%             | 2026-02-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEGON BANK                                     | Aegon Bank NV                                                                    | CUSIP: 000000000<br>LEI: 549300772D1G8JPIUR96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206291.12    | 0.00%             | 2024-11-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                             | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136820.11    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $241278.51    | 0.01%             | 2023-12-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231040.93    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36000000000 | PA      | $2472256.17   | 0.06%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                         | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      400000 | PA      | $279947.39    | 0.01%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2850000 | PA      | $2164355.48   | 0.05%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $40202.82     | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      407179 | PA      | $484833.02    | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                       | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $124647.43    | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $286717.41    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Investor AB                                    | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $191962.48    | 0.00%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $312227.72    | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   345700000 | PA      | $2483760.15   | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                         | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      410000 | PA      | $454956.86    | 0.01%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HISCOX LTD                                     | Hiscox Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $120036.39    | 0.00%             | 2045-11-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $498029.00    | 0.01%             | 2026-05-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $5944989.97   | 0.14%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      435000 | PA      | $483711.66    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $268189.11    | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1223510.61   | 0.03%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $269803.84    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                               | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 7437003B5WFBOIEFY714 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $105138.31    | 0.00%             | 2024-03-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5139552.61   | 0.12%             | 2025-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $262191.30    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $351736.61    | 0.01%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $197972.25    | 0.00%             | 2027-05-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                       | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $622917.56    | 0.02%             | 2025-04-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $200068.27    | 0.00%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231642.56    | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $240939.69    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                       | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117017.15    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                               | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141042.43    | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3123000 | PA      | $3966985.05   | 0.10%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      898000 | PA      | $637332.46    | 0.02%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41912000000 | PA      | $2944856.23   | 0.07%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                  | HSBC Bank PLC                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |       17000 | PA      | $21130.09     | 0.00%             | 2023-07-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $696898.14    | 0.02%             | 2026-03-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $72485.81     | 0.00%             | 2025-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1058453.81  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                             | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $154164.44    | 0.00%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1050000 | PA      | $507222.96    | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                          | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $205797.56    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                       | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $213707.45    | 0.01%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      280000 | PA      | $290886.64    | 0.01%             | 2024-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $362233.66    | 0.01%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   147000000 | PA      | $964644.80    | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                       | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $210898.46    | 0.01%             | 2025-06-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $404798.25    | 0.01%             | 2030-02-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $616083.85    | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210667.99    | 0.01%             | 2026-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10210000000 | PA      | $715319.82    | 0.02%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                               | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $418153.89    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                 | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $130887.23    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      305000 | PA      | $298724.50    | 0.01%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $577151.11    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6360000 | PA      | $5435865.52   | 0.13%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                        | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $106590.94    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $534132.06    | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9110000 | PA      | $2197142.14   | 0.05%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                        | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: 802UEDW6ZEY0W4YCVU89 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $209200.34    | 0.01%             | 2024-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2109000 | PA      | $2090414.56   | 0.05%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6000000000 | PA      | $4897174.87   | 0.12%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1319000 | PA      | $926791.38    | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $254457.06    | 0.01%             | 2029-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1460000 | PA      | $1456816.00   | 0.04%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $169784.61    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   497500000 | PA      | $3780296.74   | 0.09%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1290000 | PA      | $573212.72    | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      350000 | PA      | $317232.52    | 0.01%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      270000 | PA      | $288702.01    | 0.01%             | 2024-03-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                             | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      472000 | PA      | $342158.38    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                             | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $189138.06    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                        | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $322596.64    | 0.01%             | 2023-07-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      925000 | PA      | $816478.15    | 0.02%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $451621.27    | 0.01%             | 2026-05-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $172056.76    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                          | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142013.45    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNZ INTL FUNDING/LONDON                        | BNZ International Funding Ltd/London                                             | CUSIP: 000000000<br>LEI: 549300HVMZ89HDMELW08 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $203529.76    | 0.00%             | 2025-07-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $235437.62    | 0.01%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1430000 | PA      | $1364385.50   | 0.03%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $414082.51    | 0.01%             | 2025-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                         | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $62276.16     | 0.00%             | 2024-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1288826.49   | 0.03%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3230000 | PA      | $3318819.77   | 0.08%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      760000 | PA      | $444815.53    | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2819849.19   | 0.07%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1520000 | PA      | $1511678.17   | 0.04%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198774.56    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $184369.82    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8850000 | PA      | $1463279.81   | 0.04%             | 2035-04-27      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                  | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $399831.65    | 0.01%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $331976.57    | 0.01%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $864588.90    | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    56000000 | PA      | $2877693.10   | 0.07%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                       | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $174615.91    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      345000 | PA      | $356741.09    | 0.01%             | 2025-04-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                             | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92129.61     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $384668.57    | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                         | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $386380.02    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      330000 | PA      | $295980.26    | 0.01%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3106000 | PA      | $3308749.91   | 0.08%             | 2025-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $318722.03    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                         | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $196402.40    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                        | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | KY        |       25000 | PA      | $32879.79     | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $74995.47     | 0.00%             | 2055-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $438405.61    | 0.01%             | 2024-08-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3180000 | PA      | $2901783.36   | 0.07%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5020000 | PA      | $3497493.67   | 0.08%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR INVESTMENTS SA                       | Euroclear Investments SA                                                         | CUSIP: 000000000<br>LEI: 222100BZL5ZNXNUKWZ69 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $189959.95    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                        | Shaw Communications Inc                                                          | CUSIP: 82028KAQ4<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $125376.35    | 0.00%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                       | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $228827.93    | 0.01%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   360350000 | PA      | $2868487.32   | 0.07%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                           | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      430000 | PA      | $435055.27    | 0.01%             | 2024-04-26      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-69779.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $246217.80    | 0.01%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                   | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $429772.26    | 0.01%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    72006000 | PA      | $3617909.07   | 0.09%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $347227.14    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                           | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $319410.20    | 0.01%             | 2024-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK AG                              | UniCredit Bank AG                                                                | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $500953.43    | 0.01%             | 2026-05-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5600000 | PA      | $3848919.91   | 0.09%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   210000000 | PA      | $1622920.14   | 0.04%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| State of Israel                                | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $488027.21    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $196619.83    | 0.00%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      380000 | PA      | $217551.61    | 0.01%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $358038.88    | 0.01%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                               | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $113386.19    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                             | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      120000 | PA      | $128061.52    | 0.00%             | 2025-10-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $959839.92    | 0.02%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1001000 | PA      | $829324.01    | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $518420.67    | 0.01%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $533851.25    | 0.01%             | 2026-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $182721.43    | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $81564.54     | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 8911457R9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150222.09    | 0.00%             | 2031-03-04      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133221.60    | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $275843.74    | 0.01%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $339086.53    | 0.01%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $125065.77    | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $403119.69    | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $410147.03    | 0.01%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      310000 | PA      | $174746.60    | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $403898.09    | 0.01%             | 2026-01-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $205599.69    | 0.00%             | 2026-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                  | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $207328.26    | 0.01%             | 2025-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $194312.90    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3155900 | PA      | $2860647.22   | 0.07%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | NUSS              | DE        |      132000 | PA      | $130533.96    | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $625826.78    | 0.02%             | 2025-02-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $327543.46    | 0.01%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $303382.69    | 0.01%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $378180.46    | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $136841.37    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $350679.90    | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                  | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78091.01     | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 891145T79<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $477870.05    | 0.01%             | 2024-07-24      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4760000 | PA      | $5051726.18   | 0.12%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                    | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     8082000 | PA      | $8204002.45   | 0.20%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $444100.56    | 0.01%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      550000 | PA      | $471792.80    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   185000000 | PA      | $1532103.87   | 0.04%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANMARKS SKIBSKREDIT AS                        | Danmarks Skibskredit A/S                                                         | CUSIP: 000000000<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $303347.55    | 0.01%             | 2025-03-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $375004.89    | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                        | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $181558.45    | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                       | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $307370.01    | 0.01%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    33800000 | PA      | $5064935.21   | 0.12%             | 2024-07-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4700000 | PA      | $3699866.06   | 0.09%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $251193.69    | 0.01%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $322506.19    | 0.01%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $108792.22    | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $352426.95    | 0.01%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214742.66    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $97894.62     | 0.00%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $86134.92     | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      150000 | PA      | $35669.11     | 0.00%             | 2025-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   428150000 | PA      | $2277502.09   | 0.06%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $178957.99    | 0.00%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |    12287000 | PA      | $1228675.38   | 0.03%             | 2024-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    49000000 | PA      | $448165.64    | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2304790000 | PA      | $1888251.32   | 0.05%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2075000 | PA      | $2139819.22   | 0.05%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                          | Roche Kapitalmarkt AG                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      350000 | PA      | $373905.52    | 0.01%             | 2024-09-23      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $188855.29    | 0.00%             | 2025-05-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1160000 | PA      | $1068336.09   | 0.03%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $509976.78    | 0.01%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HSBC SFH FRANCE                                | HSBC SFH France SA                                                               | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $315724.76    | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $703779.93    | 0.02%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                          | Great-West Lifeco Inc                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $108592.18    | 0.00%             | 2023-04-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $162982.88    | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9290000 | PA      | $264810.84    | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $479455.03    | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                      | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      334000 | PA      | $335156.14    | 0.01%             | 2027-05-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 459058HA4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $363022.81    | 0.01%             | 2024-07-26      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                    | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $199131.15    | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      880000 | PA      | $578684.03    | 0.01%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4690000 | PA      | $2838414.78   | 0.07%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                    | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109280.00    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                 | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $356028.68    | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200JK8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      510000 | PA      | $536316.26    | 0.01%             | 2024-09-06      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108656.33    | 0.00%             | 2024-01-09      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68562.62     | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   275000000 | PA      | $1905975.11   | 0.05%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $357547.65    | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $233705.79    | 0.01%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $417039.56    | 0.01%             | 2024-09-07      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                          | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $382429.04    | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1980000 | PA      | $1391656.86   | 0.03%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                            | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $214344.73    | 0.01%             | 2024-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                       | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $309710.64    | 0.01%             | 2025-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $198394.06    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9379000 | PA      | $9785570.57   | 0.24%             | 2025-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca                                     | BPER Banca                                                                       | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $215344.91    | 0.01%             | 2023-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      887710 | PA      | $824964.73    | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital NL BV                                            | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $288732.99    | 0.01%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $258610.23    | 0.01%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      579000 | PA      | $589300.48    | 0.01%             | 2026-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                          | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $325748.29    | 0.01%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDN6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317335.92    | 0.01%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201372.85    | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      340000 | PA      | $150850.15    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IA FINANCIAL CORP INC                          | iA Financial Corp Inc                                                            | CUSIP: 45075EAB0<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142165.27    | 0.00%             | 2030-02-21      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                          | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193999.80    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $372205.48    | 0.01%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $143611.47    | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       70000 | PA      | $50077.50     | 0.00%             | 2024-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $332869.37    | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $275983.98    | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                       | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $99361.19     | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      191000 | PA      | $253134.83    | 0.01%             | 2034-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $460932.72    | 0.01%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                       | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $216251.59    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                       | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      200000 | PA      | $227549.50    | 0.01%             | 2025-03-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146608.55    | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                             | Naturgy Finance BV                                                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $505459.67    | 0.01%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2640000 | PA      | $2251385.97   | 0.05%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $403028.37    | 0.01%             | 2026-05-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8230000 | PA      | $9324091.24   | 0.23%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   170550000 | PA      | $1069119.79   | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $469234.86    | 0.01%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $425488.89    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10810000 | PA      | $2222092.06   | 0.05%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2208836.83   | 0.05%             | 2024-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $320453.34    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $390421.77    | 0.01%             | 2026-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $451385.66    | 0.01%             | 2025-12-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    44500000 | PA      | $6857542.23   | 0.17%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      770000 | PA      | $445357.00    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      480000 | PA      | $379173.68    | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $282068.17    | 0.01%             | 2032-03-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                         | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76029.46     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228735.50    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   425000000 | PA      | $3295811.09   | 0.08%             | 2025-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                   | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $376878.73    | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $432365.66    | 0.01%             | 2027-05-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                       | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $119667.81    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68153.77     | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $128936.03    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                 | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71251.74     | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $323780.54    | 0.01%             | 2023-05-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                             | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      300000 | PA      | $242002.92    | 0.01%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $205601.87    | 0.00%             | 2025-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2864600000 | PA      | $481648.31    | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-6081327.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $326927.84    | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                              | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $492484.53    | 0.01%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOME LOAN CO                       | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $208487.17    | 0.01%             | 2024-07-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      541000 | PA      | $586677.95    | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   673650000 | PA      | $5210702.03   | 0.13%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                            | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $158267.34    | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK CANADA                               | HSBC Bank Canada                                                                 | CUSIP: 000000000<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $387634.32    | 0.01%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $47639.25     | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2209000 | PA      | $3001692.46   | 0.07%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                          | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $111450.15    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1701000 | PA      | $1900004.40   | 0.05%             | 2026-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      518000 | PA      | $728450.17    | 0.02%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $315804.26    | 0.01%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $498991.12    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| METRO INC                                      | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $117325.92    | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                          | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $474336.43    | 0.01%             | 2031-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                    | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $272813.50    | 0.01%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $299600.56    | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    31960000 | PA      | $4604648.49   | 0.11%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $131675.65    | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $107914.89    | 0.00%             | 2024-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      653000 | PA      | $543797.21    | 0.01%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1151000 | PA      | $1370372.16   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $88552.74     | 0.00%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      430000 | PA      | $282219.11    | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      670000 | PA      | $635426.21    | 0.02%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                       | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $436242.98    | 0.01%             | 2024-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $385503.50    | 0.01%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                          | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236389.03    | 0.01%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $384090.21    | 0.01%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4191442.82   | 0.10%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $344235.89    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $84215.01     | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                             | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $177927.37    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $165607.78    | 0.00%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $99259.00     | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2500000 | PA      | $588735.86    | 0.01%             | 2023-08-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    34920000 | PA      | $1245378.00   | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217656.19    | 0.01%             | 2023-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $171426.21    | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                     | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $180353.89    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1220000 | PA      | $789704.01    | 0.02%             | 2023-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102531.32    | 0.00%             | 2026-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $607989.90    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $94738.63     | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   167650000 | PA      | $1108384.62   | 0.03%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1520000 | PA      | $1366874.75   | 0.03%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $183563.19    | 0.00%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                    | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      496000 | PA      | $394649.13    | 0.01%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213472.83    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      350000 | PA      | $284600.73    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1000000 | PA      | $718001.22    | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                           | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $457070.61    | 0.01%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      660000 | PA      | $625389.74    | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                              | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131496.00    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                       | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      460000 | PA      | $451845.55    | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $255942.25    | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300TK7G7NZTVM1Z30 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $245503.55    | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                        | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      295000 | PA      | $320497.68    | 0.01%             | 2023-07-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5500000 | PA      | $5391977.48   | 0.13%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $254256.19    | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $2021084.96   | 0.05%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $370879.16    | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GOVERNMENT                          | Luxembourg Government Bond                                                       | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      401000 | PA      | $400225.76    | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 026657AJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $325169.92    | 0.01%             | 2023-03-17      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129980.56    | 0.00%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      270000 | PA      | $289864.39    | 0.01%             | 2024-04-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   255650000 | PA      | $504352.22    | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                              | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231336.82    | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $331223.52    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                              | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $316980.42    | 0.01%             | 2024-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1000000 | PA      | $866002.20    | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $96748.77     | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                 | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $122480.47    | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125157.27    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                 | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $73841.42     | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $361245.35    | 0.01%             | 2028-03-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $286864.18    | 0.01%             | 2031-06-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $322851.03    | 0.01%             | 2025-12-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $93176.39     | 0.00%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $673746.19    | 0.02%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6600000 | PA      | $7682284.82   | 0.19%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                  | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $321781.27    | 0.01%             | 2023-09-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $144089.77    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      610000 | PA      | $584981.56    | 0.01%             | 2029-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $198591.92    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206750000 | PA      | $1756703.91   | 0.04%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1908000 | PA      | $2070072.01   | 0.05%             | 2024-06-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    63000000 | PA      | $9562887.10   | 0.23%             | 2026-02-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $178009.99    | 0.00%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $193845.42    | 0.00%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                       | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $158295.41    | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $270690.64    | 0.01%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100086.32    | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $309384.50    | 0.01%             | 2024-12-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2000000 | PA      | $2052126.68   | 0.05%             | 2024-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3212000 | PA      | $3249028.39   | 0.08%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $357265.98    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      100000 | PA      | $89610.54     | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $459838.08    | 0.01%             | 2024-12-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $259487.56    | 0.01%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      930000 | PA      | $500904.40    | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3961000 | PA      | $1217235.90   | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $276329.69    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                        | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $88614.71     | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $216651.66    | 0.01%             | 2031-05-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                        | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $258542.71    | 0.01%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110000000 | PA      | $935530.29    | 0.02%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1182000 | PA      | $1168898.02   | 0.03%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4420000 | PA      | $978926.38    | 0.02%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2250904.62   | 0.05%             | 2024-01-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   242600000 | PA      | $2069531.86   | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     2700000 | PA      | $396252.01    | 0.01%             | 2024-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                    | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $81313.41     | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                       | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $291123.64    | 0.01%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      250000 | PA      | $271189.65    | 0.01%             | 2023-06-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $72297.67     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $177159.84    | 0.00%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GECINA                                         | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $87227.51     | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                        | HSBC Continental Europe SA                                                       | CUSIP: 000000000<br>LEI: F0HUI1NY1AZMJMD8LP67 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $522979.10    | 0.01%             | 2024-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $276939.58    | 0.01%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1377000 | PA      | $411538.15    | 0.01%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $291052.93    | 0.01%             | 2024-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      180000 | PA      | $141383.90    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $607712.68    | 0.01%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2014000 | PA      | $2340050.29   | 0.06%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      550000 | PA      | $522336.05    | 0.01%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                       | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $103734.80    | 0.00%             | 2025-09-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18100000 | PA      | $2616630.58   | 0.06%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                    | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $536169.49    | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4594887.34  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $89534.44     | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                 | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $363338.68    | 0.01%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4366000 | PA      | $4376271.42   | 0.11%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $782518.30    | 0.02%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                       | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $47997.69     | 0.00%             | 2026-03-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $199738.88    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                        | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $207184.76    | 0.01%             | 2024-09-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                       | FCC Servicios Medio Ambiente Holding SAU                                         | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $294884.09    | 0.01%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                       | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |      200000 | PA      | $242543.42    | 0.01%             | 2025-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131816.17    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10689000 | PA      | $2005880.91   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                     | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136947.88    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $287728.46    | 0.01%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245891.66    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      219000 | PA      | $231352.85    | 0.01%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31330000 | PA      | $840452.64    | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    19280000 | PA      | $643476.21    | 0.02%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      939000 | PA      | $850038.39    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $214958.97    | 0.01%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                              | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142692.87    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3700000 | PA      | $3026375.35   | 0.07%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      650000 | PA      | $637678.89    | 0.02%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FIN 16 II                         | CK Hutchison Finance 16 II Ltd                                                   | CUSIP: 000000000<br>LEI: 254900X1B76DSAVBLZ88 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $309922.64    | 0.01%             | 2024-10-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      575000 | PA      | $601988.56    | 0.01%             | 2024-07-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASB FINANCE LTD LONDON                         | ASB Finance Ltd/London                                                           | CUSIP: 000000000<br>LEI: 549300A8V0FZJN79NH08 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $316377.05    | 0.01%             | 2024-03-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                        | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $260432.06    | 0.01%             | 2024-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $101727.92    | 0.00%             | 2028-12-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AXA Bank Europe SCF                            | AXA Bank Europe SCF                                                              | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $409268.61    | 0.01%             | 2025-04-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $185496.11    | 0.00%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      380000 | PA      | $304479.71    | 0.01%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $166038.10    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN                            | Cie de Saint-Gobain                                                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $739438.33    | 0.02%             | 2024-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      500000 | PA      | $477998.25    | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128095.90    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   419610000 | PA      | $342736.00    | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $813303.68    | 0.02%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                       | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      105000 | PA      | $108238.91    | 0.00%             | 2025-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                       | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223463.84    | 0.01%             | 2028-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $442198.94    | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $281182.97    | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-850069.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $159661.07    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      250000 | PA      | $249144.96    | 0.01%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $364291.03    | 0.01%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                               | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      490000 | PA      | $499569.49    | 0.01%             | 2025-09-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $264304.72    | 0.01%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1054117.26   | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1270000 | PA      | $772090.57    | 0.02%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $498942.20    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   249450000 | PA      | $1830865.07   | 0.04%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104936.10    | 0.00%             | 2024-05-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                   | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194462.29    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    26420000 | PA      | $718446.32    | 0.02%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $133826.03    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2918600000 | PA      | $2321682.56   | 0.06%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $425923.75    | 0.01%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $17271.05     | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      500000 | PA      | $460837.58    | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $609956.56    | 0.01%             | 2025-08-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $317815.35    | 0.01%             | 2024-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1315000 | PA      | $999021.65    | 0.02%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                        | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $104854.56    | 0.00%             | 2025-04-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                | Teleperformance                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $416613.40    | 0.01%             | 2025-07-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SKIPTON BUILDING SOCIETY                       | Skipton Building Society                                                         | CUSIP: 000000000<br>LEI: 66AGRETLUXS4YO5MUH35 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213494.58    | 0.01%             | 2023-10-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBH8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $278596.25    | 0.01%             | 2031-05-21      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $380133.52    | 0.01%             | 2044-04-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      612000 | PA      | $593705.92    | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA                          | BNP Paribas Fortis SA                                                            | CUSIP: 000000000<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $101609.42    | 0.00%             | 2025-10-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                       | Omnicom Capital Holdings PLC                                                     | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192534.11    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1550000 | PA      | $1529162.26   | 0.04%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1520000000 | PA      | $1240136.39   | 0.03%             | 2024-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1970000 | PA      | $1378850.05   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3660120.32   | 0.09%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $88658.20     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                         | Central 1 Credit Union                                                           | CUSIP: 154728AR0<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135062.94    | 0.00%             | 2026-01-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $208411.56    | 0.01%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $165631.48    | 0.00%             | 2024-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $388712.77    | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1510000 | PA      | $1182510.84   | 0.03%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $700615.76    | 0.02%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $459381.89    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $495061.08    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      760000 | PA      | $513351.85    | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $104288.16    | 0.00%             | 2024-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $343743.88    | 0.01%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                       | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $94399.44     | 0.00%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL FINANCE LU                           | Whirlpool Finance Luxembourg Sarl                                                | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $598397.98    | 0.01%             | 2026-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $383464.01    | 0.01%             | 2028-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6627000 | PA      | $6562137.63   | 0.16%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SAGESS                                         | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $189966.47    | 0.00%             | 2028-10-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $405672.32    | 0.01%             | 2025-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206280.25    | 0.00%             | 2029-10-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   103000000 | PA      | $15416273.61  | 0.37%             | 2026-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $364860.40    | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                       | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $248027.91    | 0.01%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                              | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $540565.71    | 0.01%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   122000000 | PA      | $767981.87    | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                    | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     3870000 | PA      | $3381039.98   | 0.08%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6016310000 | PA      | $3654085.34   | 0.09%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $411125.46    | 0.01%             | 2025-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $173995.26    | 0.00%             | 2023-04-06      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                               | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $191471.09    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1480000 | PA      | $1529353.93   | 0.04%             | 2025-04-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      450000 | PA      | $382998.71    | 0.01%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $552594.16    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AUST                       | Volkswagen Financial Services Australia Pty Ltd                                  | CUSIP: 000000000<br>LEI: 529900VBZRQG6COX9X61 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $140880.56    | 0.00%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   686250000 | PA      | $5324138.02   | 0.13%             | 2024-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $284365.71    | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      838000 | PA      | $854420.44    | 0.02%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1027839.75   | 0.02%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUEZ                                           | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $196267.60    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $536319.52    | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6035000 | PA      | $8154808.17   | 0.20%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37405.21     | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299005PIU82TA2PW123 | Long             | DBT              | CORP              | NL        |      786000 | PA      | $755104.69    | 0.02%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                        | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $239010.07    | 0.01%             | 2025-08-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                   | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $389078.20    | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                         | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194878.22    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $418435.46    | 0.01%             | 2025-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                           | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95727.07     | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107520.48    | 0.00%             | 2023-12-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                       | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $257054.52    | 0.01%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $177509.90    | 0.00%             | 2029-07-18      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2530000 | PA      | $1358154.47   | 0.03%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $385977.50    | 0.01%             | 2029-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2862000 | PA      | $3767530.23   | 0.09%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $612389.60    | 0.01%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   160550000 | PA      | $1051206.88   | 0.03%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $352832.46    | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                               | CUSIP: 15135UAU3<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146820.49    | 0.00%             | 2027-03-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4493906.27   | 0.11%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                       | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $171013.09    | 0.00%             | 2027-09-21      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $161400.51    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $816449.89    | 0.02%             | 2025-06-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1580000 | PA      | $1424503.72   | 0.03%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $413182.35    | 0.01%             | 2026-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      430000 | PA      | $323544.07    | 0.01%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $207478.11    | 0.01%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                             | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $97120.57     | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $877629.67    | 0.02%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3330120000 | PA      | $2480531.18   | 0.06%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                          | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $266610.57    | 0.01%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   505000000 | PA      | $3878333.27   | 0.09%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11150000 | PA      | $11597097.74  | 0.28%             | 2025-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE                        | Globalworth Real Estate Investments Ltd                                          | CUSIP: 000000000<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              |  | GG        |      500000 | PA      | $480444.34    | 0.01%             | 2025-03-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $350684.25    | 0.01%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                       | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $74588.30     | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $115925.01    | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $690546.32    | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                    | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1500000 | PA      | $1617451.37   | 0.04%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DANSKE MORTGAGE BANK PLC                       | Danske Mortgage Bank PLC                                                         | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $187661.71    | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $296143.01    | 0.01%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBR4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134571.42    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                       | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208226.25    | 0.01%             | 2024-04-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    56100000 | PA      | $8597469.57   | 0.21%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                       | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $207082.57    | 0.01%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS                             | Aeroports de Paris                                                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $528724.69    | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $375667.94    | 0.01%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $822137.86    | 0.02%             | 2027-01-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $258124.27    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $196626.36    | 0.00%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                       | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $183636.00    | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                           | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203671.09    | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $679981.00    | 0.02%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1600000 | PA      | $1833857.34   | 0.04%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      950000 | PA      | $645015.78    | 0.02%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGIR LP                                     | Energir LP                                                                       | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136355.64    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    14000000 | PA      | $453814.60    | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                          | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $148059.05    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $261927.13    | 0.01%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $307313.48    | 0.01%             | 2025-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $262289.15    | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1062000 | PA      | $954296.31    | 0.02%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                       | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $393444.05    | 0.01%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                          | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $414365.17    | 0.01%             | 2024-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                 | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235641.93    | 0.01%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                       | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $401789.01    | 0.01%             | 2026-02-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $256790.34    | 0.01%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1771260000 | PA      | $1499905.50   | 0.04%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                        | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187743.26    | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                   | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $264356.91    | 0.01%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                               | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $467947.55    | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $217614.88    | 0.01%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1339613.08   | 0.03%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                          | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $208569.68    | 0.01%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4070500 | PA      | $4383382.55   | 0.11%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $294659.05    | 0.01%             | 2026-11-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $836735.03    | 0.02%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120930.21    | 0.00%             | 2023-12-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                         | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $146238.40    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2617000 | PA      | $3001522.91   | 0.07%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY NL                       | Reckitt Benckiser Treasury Services Nederland BV                                 | CUSIP: 000000000<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $182060.72    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBW3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146894.14    | 0.00%             | 2024-02-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                         | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37311.26     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      520000 | PA      | $544520.11    | 0.01%             | 2024-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2467000 | PA      | $2887226.46   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $85238.02     | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      470000 | PA      | $381457.67    | 0.01%             | 2049-04-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                               | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $252003.18    | 0.01%             | 2024-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      288000 | PA      | $307626.32    | 0.01%             | 2026-06-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2668000 | PA      | $2527046.47   | 0.06%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100179.81    | 0.00%             | 2031-05-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $568999.26    | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                       | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      210000 | PA      | $214886.57    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   796350000 | PA      | $6128282.32   | 0.15%             | 2024-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9800000 | PA      | $11323663.68  | 0.27%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                         | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $301426.56    | 0.01%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205443.14    | 0.00%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      434000 | PA      | $442381.47    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                          | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $214947.81    | 0.01%             | 2032-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120281.73    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $320383.20    | 0.01%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                   | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $385942.71    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      123000 | PA      | $101136.06    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                           | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $212570.50    | 0.01%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1250000 | PA      | $1163943.90   | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    25700000 | PA      | $235127.41    | 0.01%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $898046.06    | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      250000 | PA      | $269808.97    | 0.01%             | 2023-06-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS                             | Aeroports de Paris                                                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $434955.80    | 0.01%             | 2024-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $113322.37    | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                              | FLUVIUS System Operator CVBA                                                     | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $526294.90    | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                        | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2400000 | PA      | $2449861.28   | 0.06%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      255000 | PA      | $254288.64    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                              | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123678.23    | 0.00%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $264020.98    | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $212744.45    | 0.01%             | 2023-11-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                         | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $99762.35     | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1660000 | PA      | $1258949.16   | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4140000 | PA      | $1039214.49   | 0.03%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RYANAIR DAC                                    | Ryanair DAC                                                                      | CUSIP: 000000000<br>LEI: 635400WKFIPCHCKVW376 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $213359.77    | 0.01%             | 2025-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $498088.79    | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $289740.78    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ABN3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $411097.67    | 0.01%             | 2023-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                       | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $475030.33    | 0.01%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2732000 | PA      | $3598458.64   | 0.09%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2730000 | PA      | $681896.92    | 0.02%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $204160.31    | 0.00%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $342382.04    | 0.01%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                       | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      480000 | PA      | $374638.96    | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $336925.60    | 0.01%             | 2023-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8360000 | PA      | $1227111.58   | 0.03%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $85969.67     | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $294757.87    | 0.01%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELEKOM FINANZMANAGEMENT                       | Telekom Finanzmanagement GmbH                                                    | CUSIP: 000000000<br>LEI: 529900V54UV5XQUK5S85 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $202934.00    | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1500000 | PA      | $943855.30    | 0.02%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITSLOUTTO                          | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      150000 | PA      | $156942.65    | 0.00%             | 2024-11-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                       | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100262.44    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                            | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88682.11     | 0.00%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                          | Province of New Brunswick Canada                                                 | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145855.47    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $435550.47    | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   285650000 | PA      | $1862908.07   | 0.04%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103248.84    | 0.00%             | 2024-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   192750000 | PA      | $1033355.61   | 0.02%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314012.50    | 0.01%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                           | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $510688.32    | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                 | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155720.57    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $257744.86    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                 | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      670000 | PA      | $595794.47    | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $108640.02    | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                        | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183406.09    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $254790.55    | 0.01%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086QC1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $299340.87    | 0.01%             | 2023-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209037.26    | 0.01%             | 2024-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $286730.46    | 0.01%             | 2031-03-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $773875.63    | 0.02%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $278977.99    | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $302327.81    | 0.01%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    25235000 | PA      | $2303451.46   | 0.06%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $338890.61    | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $397627.40    | 0.01%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      351000 | PA      | $367879.24    | 0.01%             | 2024-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                       | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $304929.36    | 0.01%             | 2025-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $902714.18    | 0.02%             | 2026-03-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CU INC                                         | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $117446.17    | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $264245.47    | 0.01%             | 2025-04-30      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $391074.06    | 0.01%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                            | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $314123.39    | 0.01%             | 2024-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 748148RY1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $294170.08    | 0.01%             | 2024-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $425506.29    | 0.01%             | 2024-01-14      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                | NIE Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $350437.48    | 0.01%             | 2025-10-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6268700000 | PA      | $1168250.28   | 0.03%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                       | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148262.00    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $524251.06    | 0.01%             | 2024-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $527702.76    | 0.01%             | 2024-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $515570.17    | 0.01%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                              | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $92150.12     | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $106068.91    | 0.00%             | 2023-12-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                   | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $507954.68    | 0.01%             | 2025-05-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL EURO FUNDING                        | GE Capital European Funding Unlimited Co                                         | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $56911.23     | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    65000000 | PA      | $9733045.23   | 0.24%             | 2025-01-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4302000 | PA      | $4381619.90   | 0.11%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |     5794000 | PA      | $555304.77    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   565250000 | PA      | $4303872.95   | 0.10%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VIVENDI SA                                     | Vivendi SE                                                                       | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $406533.34    | 0.01%             | 2025-06-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   199750000 | PA      | $1232828.79   | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State of Israel                                | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      100000 | PA      | $101085.41    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                       | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      345000 | PA      | $326345.67    | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                       | First Capital Real Estate Investment Trust                                       | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $68828.68     | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      530000 | PA      | $417630.16    | 0.01%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109895.68    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $244350.62    | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5710000 | PA      | $3828438.90   | 0.09%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   817750000 | PA      | $6255647.72   | 0.15%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1174080.02   | 0.03%             | 2024-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                                | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203314.50    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $185970.11    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                         | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $158147.76    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                  | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $513179.16    | 0.01%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                             | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $300232.87    | 0.01%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1084513.92   | 0.03%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71681.64     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      620000 | PA      | $452633.10    | 0.01%             | 2024-12-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $391861.16    | 0.01%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $205995.96    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     3500000 | PA      | $539849.34    | 0.01%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1027000 | PA      | $1074969.45   | 0.03%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL GRO                       | Intermediate Capital Group PLC                                                   | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $233294.85    | 0.01%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $309342.10    | 0.01%             | 2025-10-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $842999.51    | 0.02%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $300239.75    | 0.01%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                       | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $205647.53    | 0.00%             | 2025-03-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                         | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $471393.81    | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID GAS PLC                          | National Grid Gas PLC                                                            | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $329008.09    | 0.01%             | 2031-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9000000000 | PA      | $641329.55    | 0.02%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                       | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      325000 | PA      | $323361.99    | 0.01%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3289000 | PA      | $2311341.08   | 0.06%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    11760000 | PA      | $1384881.06   | 0.03%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                   | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $280351.06    | 0.01%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $105166.57    | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215788.12    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                   | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204023.33    | 0.00%             | 2025-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      320000 | PA      | $208197.11    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $40049.53     | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $196221.94    | 0.00%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $266611.55    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                        | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $317140.23    | 0.01%             | 2024-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4501400000 | PA      | $672478.71    | 0.02%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10730000 | PA      | $1043993.62   | 0.03%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $116700.61    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $743686.86    | 0.02%             | 2027-06-09      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $281799.15    | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $356111.31    | 0.01%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                      | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $161033.05    | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $433936.05    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $275096.87    | 0.01%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3191000 | PA      | $2880390.96   | 0.07%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                    | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $246252.59    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $532502.53    | 0.01%             | 2024-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $247001.40    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299005PIU82TA2PW123 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $66775.45     | 0.00%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1270000 | PA      | $1075288.09   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                        | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $220127.75    | 0.01%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $94034.15     | 0.00%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108416.79    | 0.00%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $81869.90     | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $363965.97    | 0.01%             | 2029-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $272980.18    | 0.01%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $386547.17    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                    | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $392417.78    | 0.01%             | 2026-11-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1409077.15   | 0.03%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5145000 | PA      | $6156018.83   | 0.15%             | 2025-09-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $519320.84    | 0.01%             | 2025-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                   | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $200905.38    | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $147319.74    | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   371500000 | PA      | $2878900.24   | 0.07%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                    | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139946.64    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      170000 | PA      | $147052.19    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63920.93     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $309797.83    | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                     | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      450000 | PA      | $510133.41    | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                   | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $851161.70    | 0.02%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $212537.89    | 0.01%             | 2025-11-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                        | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      462000 | PA      | $501580.37    | 0.01%             | 2023-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN WESTERN BANK                          | Canadian Western Bank                                                            | CUSIP: 136765BG8<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $289110.52    | 0.01%             | 2024-09-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $43799.18     | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $154291.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                        | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $184335.03    | 0.00%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $183569.68    | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $456940.15    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      717000 | PA      | $650505.10    | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $302225.12    | 0.01%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                         | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $210341.57    | 0.01%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                     | Verbund AG                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $211278.97    | 0.01%             | 2024-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $308927.90    | 0.01%             | 2025-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     8600000 | PA      | $783116.78    | 0.02%             | 2025-06-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      975000 | PA      | $1007842.16   | 0.02%             | 2025-02-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    80000000 | PA      | $683391.08    | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $493809.77    | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                       | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $217758.93    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98604.53     | 0.00%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $202125.16    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14900000 | PA      | $2139313.60   | 0.05%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                               | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $104416.44    | 0.00%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      225000 | PA      | $255493.91    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219888.02    | 0.01%             | 2025-07-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      517000 | PA      | $554598.22    | 0.01%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $303960.71    | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $598743.69    | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1612000 | PA      | $850236.26    | 0.02%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      600000 | PA      | $621091.15    | 0.02%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                      | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      110000 | PA      | $108116.99    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   148850000 | PA      | $1124920.17   | 0.03%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $259635.96    | 0.01%             | 2024-07-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $314009.24    | 0.01%             | 2024-05-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1750000 | PA      | $1327819.32   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $518695.72    | 0.01%             | 2025-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8470000 | PA      | $8522848.15   | 0.21%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      150000 | PA      | $113343.57    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $938634.71    | 0.02%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                         | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $89983.43     | 0.00%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2050000 | PA      | $2019610.02   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $394413.79    | 0.01%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $299450.12    | 0.01%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                        | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      450000 | PA      | $375596.85    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2437000 | PA      | $2449621.67   | 0.06%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      375000 | PA      | $279514.50    | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                         | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     2000000 | PA      | $191072.52    | 0.00%             | 2023-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $435496.11    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $165040.83    | 0.00%             | 2025-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                            | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $572534.67    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                          | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $270250.35    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CRH FINLAND SERVICES OYJ                       | CRH Finland Services Oyj                                                         | CUSIP: 000000000<br>LEI: 549300F7G18UFXIS2K82 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $374098.75    | 0.01%             | 2023-11-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                     | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $506715.95    | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital NL BV                                            | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $184919.92    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $241434.34    | 0.01%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $260363.76    | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63522.60     | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2920430.08   | 0.07%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3700000 | PA      | $879907.40    | 0.02%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $628141.32    | 0.02%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6508739.22  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $626533.39    | 0.02%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                      | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $63442.83     | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $402937.05    | 0.01%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                       | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $274343.47    | 0.01%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $449439.98    | 0.01%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                        | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $101682.26    | 0.00%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207995.63    | 0.01%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $158723.95    | 0.00%             | 2039-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                 | Next Group PLC                                                                   | CUSIP: 000000000<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      330000 | PA      | $392092.38    | 0.01%             | 2025-08-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    20150000 | PA      | $182736.27    | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                 | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99094.84     | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                            | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $95023.46     | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $275612.17    | 0.01%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      160000 | PA      | $145208.49    | 0.00%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $486771.55    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                          | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $56465.16     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      300000 | PA      | $193589.94    | 0.00%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2204308.16   | 0.05%             | 2027-06-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                        | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $313842.90    | 0.01%             | 2024-03-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $486287.77    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1645000 | PA      | $1235329.12   | 0.03%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $490696.17    | 0.01%             | 2025-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-432119.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3022251.16   | 0.07%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5000000 | PA      | $1089526.05   | 0.03%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                             | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAM1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145204.61    | 0.00%             | 2025-03-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7500000 | PA      | $1782048.88   | 0.04%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61380000 | PA      | $1890061.45   | 0.05%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250118.05    | 0.01%             | 2025-03-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1560000 | PA      | $1439355.15   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                       | Tesco Property Finance 3 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-CBDO         | CORP              | GB        |      274746 | PA      | $335817.46    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $2007260.76   | 0.05%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                 | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $89173.50     | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                               | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $494055.46    | 0.01%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-925710.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $51540.71     | 0.00%             | 2025-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      900000 | PA      | $944737.98    | 0.02%             | 2024-04-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $358361.38    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8989600000 | PA      | $1371326.90   | 0.03%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                        | CUSIP: 000000000<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256279.38    | 0.01%             | 2025-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1290000 | PA      | $1260232.15   | 0.03%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3495000 | PA      | $877389.81    | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                 | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $79455.47     | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                          | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      150000 | PA      | $161449.48    | 0.00%             | 2024-02-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                          | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      275000 | PA      | $301184.67    | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $404389.48    | 0.01%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                      | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $85609.83     | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                        | Covivio                                                                          | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $298651.06    | 0.01%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $253170.13    | 0.01%             | 2032-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-882267.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150520.85    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                          | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $223040.85    | 0.01%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                         | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $263678.53    | 0.01%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                            | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76925.33     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                             | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $76565.82     | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                               | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $250107.08    | 0.01%             | 2024-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                       | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216806.04    | 0.01%             | 2023-06-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                   | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $85481.54     | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105856.16    | 0.00%             | 2029-12-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $772898.65    | 0.02%             | 2025-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                              | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291235.96    | 0.01%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $213901.86    | 0.01%             | 2026-12-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67494.65     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $500226.58    | 0.01%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATL WESTMINSTER BANK                          | National Westminster Bank PLC                                                    | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $366930.08    | 0.01%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $588189.63    | 0.01%             | 2026-02-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1170000 | PA      | $715629.70    | 0.02%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    69900000 | PA      | $514649.59    | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                       | Holding d'Infrastructures de Transport SASU                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $280386.94    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $35918.36     | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                        | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $184280.68    | 0.00%             | 2026-01-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $607262.60    | 0.01%             | 2026-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2700000 | PA      | $425741.64    | 0.01%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13596Z4B8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149177.41    | 0.00%             | 2023-07-11      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    39520000 | PA      | $5770769.83   | 0.14%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                           | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $289287.44    | 0.01%             | 2030-03-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                       | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $209581.75    | 0.01%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                       | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $228705.42    | 0.01%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11440000 | PA      | $522827.66    | 0.01%             | 2024-05-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233917.79    | 0.01%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $76328.82     | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9808000000 | PA      | $672184.97    | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $225617.39    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $454867.23    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                          | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $286756.55    | 0.01%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145284.28    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $692088.59    | 0.02%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                            | Cie de Saint-Gobain                                                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121954.71    | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4416000 | PA      | $4712232.01   | 0.11%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                              | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      100000 | PA      | $84983.63     | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3684909.61   | 0.09%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    79200000 | PA      | $524132.23    | 0.01%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $81400.38     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $265107.04    | 0.01%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $62665.74     | 0.00%             | 2026-07-06      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116627.31    | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                       | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $287340.35    | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1390000 | PA      | $1289938.42   | 0.03%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $128708.81    | 0.00%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                     | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135822.03    | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2198625.12   | 0.05%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                       | HeidelbergCement Finance Luxembourg SA                                           | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $313217.57    | 0.01%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                         | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $663167.67    | 0.02%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $160715.61    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35790000 | PA      | $918472.67    | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $445575.08    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70572.32     | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $288074.18    | 0.01%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $319994.00    | 0.01%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $379101.06    | 0.01%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $456945.59    | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296205.66    | 0.01%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $512759.88    | 0.01%             | 2025-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $301824.46    | 0.01%             | 2026-07-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1356845.57   | 0.03%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323AER1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $733223.10    | 0.02%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $272452.75    | 0.01%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                         | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $122103.88    | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $190275.53    | 0.00%             | 2024-03-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6614255.35  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                           | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $86780.28     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2928000 | PA      | $3806060.04   | 0.09%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                    | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $275840.48    | 0.01%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4516410000 | PA      | $3321786.92   | 0.08%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15790000000 | PA      | $1080935.58   | 0.03%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                          | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224447.65    | 0.01%             | 2025-12-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $573102.16    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $136830.89    | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384655.53    | 0.01%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311158.73    | 0.01%             | 2024-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $335498.94    | 0.01%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      830000 | PA      | $721028.64    | 0.02%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $683059.81    | 0.02%             | 2027-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $247291.36    | 0.01%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $286025.99    | 0.01%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    62700000 | PA      | $9357002.64   | 0.23%             | 2024-02-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22543000000 | PA      | $1515734.77   | 0.04%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1125200000 | PA      | $8623406.94   | 0.21%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                               | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      400000 | PA      | $338225.51    | 0.01%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                           | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140850.02    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $526313.39    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PEF6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $996710.01    | 0.02%             | 2024-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $198591.92    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    28000000 | PA      | $4215280.56   | 0.10%             | 2025-10-23      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| 2I RETE GAS SPA                                | 2i Rete Gas SpA                                                                  | CUSIP: 000000000<br>LEI: 549300RV0WBR05UTDI91 | Long             | DBT              | CORP              | IT        |      460000 | PA      | $480645.68    | 0.01%             | 2025-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $262263.06    | 0.01%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                       | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $106708.15    | 0.00%             | 2023-09-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                          | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      630000 | PA      | $560286.29    | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                         | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAT5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109578.75    | 0.00%             | 2025-09-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    95000000 | PA      | $13938122.97  | 0.34%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1522340 | PA      | $1221647.41   | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AYT CEDULAS CAJAS GLOBAL                       | AYT Cedulas Cajas Global FTA                                                     | CUSIP: 000000000<br>LEI: 959800XDZEM9FGN2F384 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $327873.66    | 0.01%             | 2023-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12840000 | PA      | $13196289.77  | 0.32%             | 2025-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                       | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $498034.43    | 0.01%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $105690.58    | 0.00%             | 2024-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                              | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $366699.99    | 0.01%             | 2024-04-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                        | CUSIP: 911312AV8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      350000 | PA      | $365442.32    | 0.01%             | 2025-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29251ZBQ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $295574.01    | 0.01%             | 2024-11-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Edenred                                        | Edenred                                                                          | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $622780.58    | 0.02%             | 2025-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CBRE GI OPEN END FUND                          | CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $170158.59    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                       | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $441279.21    | 0.01%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      885000 | PA      | $922267.07    | 0.02%             | 2025-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                       | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      450000 | PA      | $369188.09    | 0.01%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      560000 | PA      | $568836.18    | 0.01%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $784252.85    | 0.02%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10574000 | PA      | $10627270.27  | 0.26%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4336956.76   | 0.10%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                    | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144280.18    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                     | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      325000 | PA      | $335996.85    | 0.01%             | 2025-05-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   102200000 | PA      | $855020.60    | 0.02%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                          | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $470214.26    | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                  | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      210000 | PA      | $312591.34    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                        | Manulife Financial Corp                                                          | CUSIP: 56501RAF3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145359.44    | 0.00%             | 2029-08-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3911000 | PA      | $4835994.85   | 0.12%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95550000 | PA      | $634873.65    | 0.02%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $98641.50     | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                       | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $112039.38    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $117324.12    | 0.00%             | 2024-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   245950000 | PA      | $536409.55    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240851.95    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2340000 | PA      | $1612877.38   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $198133.15    | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $189166.33    | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $557422.35    | 0.01%             | 2024-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                        | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $200816.23    | 0.00%             | 2026-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      222000 | PA      | $207831.46    | 0.01%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      825000 | PA      | $806375.00    | 0.02%             | 2026-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      310000 | PA      | $304605.71    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3420000 | PA      | $3259740.93   | 0.08%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N34<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1436383.45   | 0.03%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4441915.36   | 0.11%             | 2024-03-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $572521.62    | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $534156.71    | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423662.48    | 0.01%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2042270 | PA      | $2828383.65   | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $184221.97    | 0.00%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                         | Emirates Telecommunications Group Co PJSC                                        | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |      600000 | PA      | $637046.17    | 0.02%             | 2026-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7080000 | PA      | $1716544.20   | 0.04%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                             | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      300000 | PA      | $334964.06    | 0.01%             | 2025-11-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $809195.58    | 0.02%             | 2025-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2636000 | PA      | $2685846.48   | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1385848.93   | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $727860.18    | 0.02%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $670015.56    | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                       | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $100426.89    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1003950000 | PA      | $7562964.02   | 0.18%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                         | CUSIP: 000000000<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |      530000 | PA      | $558921.26    | 0.01%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                          | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      835000 | PA      | $843754.54    | 0.02%             | 2025-08-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                            | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $393178.78    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                      | CUSIP: 000000000<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215327.51    | 0.01%             | 2025-07-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $307150.41    | 0.01%             | 2027-11-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2170000 | PA      | $2005885.72   | 0.05%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1905000 | PA      | $2554956.92   | 0.06%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172480.75    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      220000 | PA      | $231454.96    | 0.01%             | 2025-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   147850000 | PA      | $1193533.93   | 0.03%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                         | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $197345.46    | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      258000 | PA      | $267144.93    | 0.01%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $482346.85    | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $391382.81    | 0.01%             | 2026-01-19      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5000000 | PA      | $5109606.50   | 0.12%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                           | Thomson Reuters Corp                                                             | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143023.56    | 0.00%             | 2025-05-14      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                         | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $173793.63    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138383.38    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                  | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $263106.23    | 0.01%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1670000 | PA      | $1664560.64   | 0.04%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $530676.12    | 0.01%             | 2024-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                     | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61434.75     | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                              | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $756250.00    | 0.02%             | 2023-09-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $418552.87    | 0.01%             | 2024-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $344988.16    | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $417263.51    | 0.01%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHAW COMMUNICATIONS INC                        | Shaw Communications Inc                                                          | CUSIP: 82028KBB6<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $130848.15    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $133762.98    | 0.00%             | 2041-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $600961.48    | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                       | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $87002.47     | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2000000 | PA      | $67808.54     | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1002804.85   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128366.46    | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                          | Regional Municipality of York                                                    | CUSIP: 98704CQX7<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36421.40     | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3320000 | PA      | $3768112.35   | 0.09%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GCJ1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145388.00    | 0.00%             | 2029-06-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $317934.50    | 0.01%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3571000 | PA      | $2484147.07   | 0.06%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3392000 | PA      | $3367492.12   | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $271596.89    | 0.01%             | 2024-08-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $640594.30    | 0.02%             | 2025-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $244681.18    | 0.01%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $265579.95    | 0.01%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $322299.84    | 0.01%             | 2023-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                          | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $360299.01    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $460940.86    | 0.01%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                           | FCA Bank SpA/Ireland                                                             | CUSIP: 000000000<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $308745.25    | 0.01%             | 2024-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $258055.78    | 0.01%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      561000 | PA      | $529233.20    | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      261000 | PA      | $285252.41    | 0.01%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZCC6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137083.16    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10970000 | PA      | $7637075.65   | 0.18%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $423440.70    | 0.01%             | 2024-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                      | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $499398.81    | 0.01%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      380000 | PA      | $439357.24    | 0.01%             | 2025-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1027357.05   | 0.02%             | 2025-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $281388.20    | 0.01%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1700000 | PA      | $1101729.19   | 0.03%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |      100000 | PA      | $100124.37    | 0.00%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    70280000 | PA      | $3386711.86   | 0.08%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                             | CUSIP: 060505FG4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146467.25    | 0.00%             | 2025-09-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                               | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAE4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147764.46    | 0.00%             | 2023-11-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                       | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $440263.26    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   325300000 | PA      | $2177371.99   | 0.05%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                      | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $314664.79    | 0.01%             | 2047-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      420000 | PA      | $305001.76    | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                   | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1120000 | PA      | $985562.96    | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                        | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $575420.51    | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                  | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $207693.55    | 0.01%             | 2025-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1160000 | PA      | $828429.45    | 0.02%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $615657.57    | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $259812.62    | 0.01%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                             | National Grid Electricity Distribution East Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216758.20    | 0.01%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                       | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |     1149000 | PA      | $1219418.78   | 0.03%             | 2024-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3920000 | PA      | $777194.73    | 0.02%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $91211.91     | 0.00%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   150350000 | PA      | $1082210.44   | 0.03%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $717890.47    | 0.02%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                          | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17003.49     | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1640000 | PA      | $1074619.11   | 0.03%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                          | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $363543.07    | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                        | Greene King Finance PLC                                                          | CUSIP: 000000000<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |      138225 | PA      | $144073.67    | 0.00%             | 2035-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2860000 | PA      | $2075071.81   | 0.05%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      220000 | PA      | $205392.27    | 0.00%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      890000 | PA      | $724976.19    | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                               | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $275888.59    | 0.01%             | 2033-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      946000 | PA      | $1291067.71   | 0.03%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                       | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BB5<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      100000 | PA      | $73051.75     | 0.00%             | 2025-06-16      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                           | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $81105.76     | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4876000 | PA      | $4696213.15   | 0.11%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217158.28    | 0.01%             | 2030-01-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $209022.04    | 0.01%             | 2024-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      230000 | PA      | $148255.83    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $451119.37    | 0.01%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    20594000 | PA      | $2741201.74   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                            | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $353911.65    | 0.01%             | 2035-01-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                               | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $267011.39    | 0.01%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      407000 | PA      | $379719.06    | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1320000 | PA      | $1476812.39   | 0.04%             | 2024-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1018130.96   | 0.02%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                         | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $341556.54    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $731257.53    | 0.02%             | 2024-07-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1317000 | PA      | $1408052.42   | 0.03%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1040000 | PA      | $740222.26    | 0.02%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4790000 | PA      | $1219039.98   | 0.03%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $270059.01    | 0.01%             | 2023-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                           | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $298031.39    | 0.01%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                       | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $86368.49     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   192600000 | PA      | $1490180.82   | 0.04%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746SG7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147466.84    | 0.00%             | 2023-10-27      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                          | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66027.58     | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SKIPTON BUILDING SOCIETY                       | Skipton Building Society                                                         | CUSIP: 000000000<br>LEI: 66AGRETLUXS4YO5MUH35 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205769.29    | 0.00%             | 2024-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8349000 | PA      | $8259087.02   | 0.20%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $254409.48    | 0.01%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $478799.30    | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11960000 | PA      | $1755532.84   | 0.04%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3250000 | PA      | $2770800.99   | 0.07%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                          | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      220000 | PA      | $214760.67    | 0.01%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                          | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      428000 | PA      | $393420.74    | 0.01%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2845000 | PA      | $2598659.49   | 0.06%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17120000 | PA      | $645710.80    | 0.02%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $158658.72    | 0.00%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      819000 | PA      | $881267.56    | 0.02%             | 2024-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                           | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $256555.52    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216066.78    | 0.01%             | 2023-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                          | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100772.31    | 0.00%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     7800000 | PA      | $921621.29    | 0.02%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1320000 | PA      | $1300360.06   | 0.03%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                       | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70345.35     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2680000 | PA      | $2868868.80   | 0.07%             | 2024-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237688.46    | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1002000 | PA      | $1037069.72   | 0.03%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                  | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $36958.76     | 0.00%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                         | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112657.79    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $504165.96    | 0.01%             | 2025-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14000000 | PA      | $2271613.67   | 0.05%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209800.44    | 0.01%             | 2024-06-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $281665.43    | 0.01%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                             | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197766.32    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                       | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $251216.52    | 0.01%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $292336.89    | 0.01%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                      | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $295011.28    | 0.01%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                             | Aeroports de Paris                                                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $84762.94     | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $246219.78    | 0.01%             | 2023-02-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                           | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      103000 | PA      | $114631.45    | 0.00%             | 2024-10-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                        | Santander Consumer Bank AS                                                       | CUSIP: 000000000<br>LEI: 549300A08LH2961IPN13 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $301599.42    | 0.01%             | 2025-02-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3328000 | PA      | $4374823.93   | 0.11%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUR FIN 18                        | CK Hutchison Europe Finance 18 Ltd                                               | CUSIP: 000000000<br>LEI: 2549003J58N9TB141B68 | Long             | DBT              | CORP              | KY        |      305000 | PA      | $313297.48    | 0.01%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3560000 | PA      | $3277641.67   | 0.08%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    20605000 | PA      | $1681879.97   | 0.04%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                             | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $420953.30    | 0.01%             | 2026-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 037833CY4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145831.42    | 0.00%             | 2024-08-19      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                        | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $416943.89    | 0.01%             | 2025-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $317021.73    | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $242873.82    | 0.01%             | 2024-01-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $2043421.96   | 0.05%             | 2031-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3049000 | PA      | $850025.85    | 0.02%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                 | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $193936.75    | 0.00%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   128800000 | PA      | $19321858.53  | 0.47%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      421000 | PA      | $315798.07    | 0.01%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOUR                       | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     1027000 | PA      | $895391.05    | 0.02%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2128000 | PA      | $1521374.85   | 0.04%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                | HOWOGE Wohnungs-baugesellschaft mbH                                              | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $449411.63    | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      320000 | PA      | $313575.90    | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $209413.42    | 0.01%             | 2025-01-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106409.19    | 0.00%             | 2024-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                       | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  7600000000 | PA      | $569158.37    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $752214.50    | 0.02%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    33000000 | PA      | $4855094.38   | 0.12%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                       | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $87019.86     | 0.00%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $73568.55     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                        | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $333468.14    | 0.01%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                     | Saputo Inc                                                                       | CUSIP: 80310ZAC3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73862.69     | 0.00%             | 2023-11-21      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                          | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $161511.94    | 0.00%             | 2023-08-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                               | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $383937.70    | 0.01%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                          | 407 International Inc                                                            | CUSIP: 35085ZBW5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142455.38    | 0.00%             | 2025-05-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $289426.18    | 0.01%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      160000 | PA      | $205607.74    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1360000 | PA      | $988781.48    | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $258411.55    | 0.01%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                       | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $411328.76    | 0.01%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                   | CUSIP: 6174468D4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147194.77    | 0.00%             | 2024-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $307199.33    | 0.01%             | 2027-05-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                             | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    22400000 | PA      | $2141661.57   | 0.05%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                          | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $297000.77    | 0.01%             | 2031-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3820000 | PA      | $932636.36    | 0.02%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $68855.74     | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                       | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $338913.78    | 0.01%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450000000 | PA      | $3465240.27   | 0.08%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                         | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $200772.75    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $927507.40    | 0.02%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     3117000 | PA      | $291024.30    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                         | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $242338.85    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                         | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $350507.59    | 0.01%             | 2025-05-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      327000 | PA      | $293342.86    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                  | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      250000 | PA      | $182884.90    | 0.00%             | 2025-03-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $92828.50     | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                 | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $192432.13    | 0.00%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                       | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $227957.61    | 0.01%             | 2033-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1030000 | PA      | $1021986.96   | 0.02%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $280067.32    | 0.01%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      530000 | PA      | $543174.00    | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1950000 | PA      | $2045533.12   | 0.05%             | 2025-10-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| RWE AG                                         | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $639348.75    | 0.02%             | 2025-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                        | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188285.74    | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $207191.28    | 0.01%             | 2029-10-03      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $102975.84    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $270005.74    | 0.01%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $518310.02    | 0.01%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   188300000 | PA      | $1322418.18   | 0.03%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                        | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $228878.84    | 0.01%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $363837.32    | 0.01%             | 2024-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                           | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      197106 | PA      | $131711.70    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Metro Inc                                      | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108786.22    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                       | First Capital Real Estate Investment Trust                                       | CUSIP: 31943BBV1<br>LEI: 549300U55W8QFK2YTK38 | Long             | DBT              |  | CA        |      200000 | PA      | $147047.46    | 0.00%             | 2024-08-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      360000 | PA      | $203326.68    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                        | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264519.98    | 0.01%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $167832.09    | 0.00%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5900000 | PA      | $5883797.76   | 0.14%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $142934.58    | 0.00%             | 2026-02-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $1046749.64   | 0.03%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                          | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $252933.87    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                 | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $281247.96    | 0.01%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                | WPC Eurobond BV                                                                  | CUSIP: 92940NAA7<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $316018.29    | 0.01%             | 2024-07-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      540000 | PA      | $537301.87    | 0.01%             | 2026-05-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      100000 | PA      | $107831.18    | 0.00%             | 2023-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      640000 | PA      | $484510.72    | 0.01%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   124000000 | PA      | $1041508.55   | 0.03%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $209577.02    | 0.01%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                              | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $460963.69    | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $615930.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1091281.49   | 0.03%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                           | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114588.90    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                        | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100917.99    | 0.00%             | 2027-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                         | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      980000 | PA      | $597687.05    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                         | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $108464.99    | 0.00%             | 2023-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $283671.22    | 0.01%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1352000 | PA      | $1290949.26   | 0.03%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                         | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $33504.94     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $188318.35    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563825.24    | 0.01%             | 2025-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRI                        | NorteGas Energia Distribucion SA                                                 | CUSIP: 000000000<br>LEI: 959800K24LB8NMVR7K61 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $100397.24    | 0.00%             | 2027-09-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $770510.36    | 0.02%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $463854.43    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $109882.63    | 0.00%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                       | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $160374.24    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213383.69    | 0.01%             | 2023-10-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $256263.95    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $101343.07    | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $411956.04    | 0.01%             | 2025-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $235294.12    | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2107000 | PA      | $1373482.52   | 0.03%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                             | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $86874.18     | 0.00%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $735465.89    | 0.02%             | 2024-11-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                       | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $146212.55    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $207053.21    | 0.01%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $339856.24    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $745376.35    | 0.02%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                            | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |      223000 | PA      | $226508.32    | 0.01%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                       | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $165738.24    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $1383872.01   | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                       | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      467000 | PA      | $408098.77    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                             | Autonomous Community of Andalusia Spain                                          | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $198133.15    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $918875.76    | 0.02%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3328000 | PA      | $3230182.77   | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $195449.80    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3257000 | PA      | $3540742.36   | 0.09%             | 2024-10-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $692636.51    | 0.02%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                       | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $292581.50    | 0.01%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2294994.81   | 0.06%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                  | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $175383.44    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                            | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308154.93    | 0.01%             | 2025-09-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $99558.45     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                        | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232835.96    | 0.01%             | 2029-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $766995.98    | 0.02%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                    | CUSIP: 172967JF9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $422031.75    | 0.01%             | 2025-01-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215966.76    | 0.01%             | 2029-01-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                         | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $331554.97    | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                              | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      150000 | PA      | $106617.55    | 0.00%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40600000 | PA      | $6705989.54   | 0.16%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $220468.01    | 0.01%             | 2025-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      640000 | PA      | $318890.52    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $135927.25    | 0.00%             | 2027-06-23      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $294621.71    | 0.01%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $321503.73    | 0.01%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CU INC                                         | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $113775.51    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5604000 | PA      | $7220341.43   | 0.17%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2734000 | PA      | $2216706.78   | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $644260.50    | 0.02%             | 2024-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $336741.75    | 0.01%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $269314.31    | 0.01%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                       | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $397818.74    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368B5B0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144816.81    | 0.00%             | 2024-07-29      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   628450000 | PA      | $4839835.08   | 0.12%             | 2025-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    34610000 | PA      | $1406763.39   | 0.03%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                               | City of Montreal Canada                                                          | CUSIP: 614853CV9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $44810.49     | 0.00%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $14973915.75  | 0.36%             | 2025-01-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $181014.88    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $135590.55    | 0.00%             | 2028-03-05      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   315000000 | PA      | $418342.22    | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $279170.42    | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $291554.15    | 0.01%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $234645.07    | 0.01%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $513488.27    | 0.01%             | 2025-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1640700000 | PA      | $12629224.12  | 0.31%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4120000 | PA      | $4434761.41   | 0.11%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                              | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $219211.09    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1054840.21   | 0.03%             | 2024-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                              | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $239648.70    | 0.01%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $540059.50    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1970000 | PA      | $2339235.25   | 0.06%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5410230000 | PA      | $3836221.13   | 0.09%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                               | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220021.04    | 0.01%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      620000 | PA      | $603697.83    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $343323.70    | 0.01%             | 2029-06-12      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                               | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $172454.65    | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                         | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-322194.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $380113.49    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $162215.63    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      540000 | PA      | $539849.71    | 0.01%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER CO                             | Algonquin Power Co                                                               | CUSIP: 01585PAJ4<br>LEI: 549300U14HGDC7PUZF92 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73631.96     | 0.00%             | 2029-01-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $341938.67    | 0.01%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2276000 | PA      | $2977353.89   | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                              | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $134500.77    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8941000 | PA      | $10392066.58  | 0.25%             | 2025-06-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $546880.10    | 0.01%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                        | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $185134.55    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $473078.90    | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $323648.89    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FYZ6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $410942.84    | 0.01%             | 2025-12-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1996790000 | PA      | $1584447.52   | 0.04%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $489456.82    | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      300000 | PA      | $319984.21    | 0.01%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $380928.77    | 0.01%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3664375.20   | 0.09%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6641000 | PA      | $6761526.76   | 0.16%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                        | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $197040.56    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                       | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210770.42    | 0.01%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $102375.86    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                         | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $106266.77    | 0.00%             | 2024-06-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS                             | Aeroports de Paris                                                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $615298.81    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2061000 | PA      | $2047206.76   | 0.05%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6540000 | PA      | $5811683.82   | 0.14%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $266568.17    | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WGC2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $102166.40    | 0.00%             | 2031-05-28      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $52322.91     | 0.00%             | 2025-01-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $100185.05    | 0.00%             | 2037-05-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $58814.02     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2131161.17   | 0.05%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $412782.28    | 0.01%             | 2025-09-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                        | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $392000.31    | 0.01%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| HSBC BANK CANADA                               | HSBC Bank Canada                                                                 | CUSIP: 40427HTD5<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223209.20    | 0.01%             | 2023-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                             | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $88208.12     | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1370000 | PA      | $1036353.17   | 0.03%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $365822.40    | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328600000 | PA      | $2544860.77   | 0.06%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                        | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $311419.64    | 0.01%             | 2024-10-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                         | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $203022.81    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                    | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $200555.32    | 0.00%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    39000000 | PA      | $5844444.61   | 0.14%             | 2026-05-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3421000 | PA      | $2292962.38   | 0.06%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343317.77    | 0.01%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4290000 | PA      | $3109125.55   | 0.08%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                           | CUSIP: 084670BM9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      330000 | PA      | $357841.18    | 0.01%             | 2023-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1044000 | PA      | $912028.49    | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                         | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $592463.10    | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2117950 | PA      | $2683023.10   | 0.06%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $333559.46    | 0.01%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $320294.05    | 0.01%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200996.70    | 0.00%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $326501.68    | 0.01%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $600407.03    | 0.01%             | 2027-02-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                         | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      170000 | PA      | $113718.76    | 0.00%             | 2025-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALFA LAVAL TREASURY INTL                       | Alfa Laval Treasury International AB                                             | CUSIP: 000000000<br>LEI: 549300JCAG8ICQAUC638 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $189414.20    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $79607.67     | 0.00%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CTP NV                                         | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $367600.31    | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $213899.54    | 0.01%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $277334.22    | 0.01%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $121873.90    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      405000 | PA      | $410589.12    | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $188459.68    | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   700000000 | PA      | $5380639.96   | 0.13%             | 2024-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                 | CNP Assurances                                                                   | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $272451.83    | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID GAS PLC                          | National Grid Gas PLC                                                            | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $135795.91    | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                          | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      930000 | PA      | $836866.14    | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $307652.67    | 0.01%             | 2025-05-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $172806.05    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    59500000 | PA      | $1817444.71   | 0.04%             | 2023-06-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $479570.27    | 0.01%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   188000000 | PA      | $28548555.19  | 0.69%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 064151WY5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $254302.73    | 0.01%             | 2024-06-28      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $328272.08    | 0.01%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                           | Amcor UK Finance PLC                                                             | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193919.35    | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7301000 | PA      | $4393951.45   | 0.11%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34200000 | PA      | $292307.33    | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1010279.01   | 0.02%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   273300000 | PA      | $1955775.24   | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                       | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $303954.18    | 0.01%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                             | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307248.25    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $389003.04    | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2250000 | PA      | $1831571.53   | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                       | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $76475.59     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                               | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $252638.51    | 0.01%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                      | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $200648.81    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2949000 | PA      | $3078054.58   | 0.07%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $116385.59    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $206367.22    | 0.00%             | 2024-12-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $320212.52    | 0.01%             | 2032-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                        | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $197119.92    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    28530000 | PA      | $4205218.85   | 0.10%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                  | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $245897.09    | 0.01%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                          | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $353467.36    | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                       | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $304277.07    | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1152000 | PA      | $1001354.15   | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $496639.07    | 0.01%             | 2025-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $176116.18    | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SIMON INTL FINANCE SCA                         | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      100000 | PA      | $81152.51     | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                           | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104562.90    | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $349002.44    | 0.01%             | 2024-12-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $198725.64    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FFK0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149503.59    | 0.00%             | 2023-05-30      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216806.04    | 0.01%             | 2023-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1500000 | PA      | $1480339.97   | 0.04%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                         | Akelius Residential Property AB                                                  | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114280.22    | 0.00%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                        | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      484000 | PA      | $511500.31    | 0.01%             | 2024-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $282673.22    | 0.01%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1114606.30   | 0.03%             | 2026-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8V4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149757.62    | 0.00%             | 2026-01-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                            | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $103285.80    | 0.00%             | 2024-11-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC SFH FRANCE                                | HSBC SFH France SA                                                               | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204736.50    | 0.00%             | 2025-04-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                       | Regie Autonome des Transports Parisiens                                          | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $397940.50    | 0.01%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $239574.72    | 0.01%             | 2023-12-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100168.94    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $64762.69     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                       | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216490.84    | 0.01%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   133100000 | PA      | $823243.41    | 0.02%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                        | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $505940.73    | 0.01%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   138000000 | PA      | $1177280.53   | 0.03%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      531000 | PA      | $527682.97    | 0.01%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4113000 | PA      | $4308286.07   | 0.10%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                 | CNP Assurances                                                                   | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214694.79    | 0.01%             | 2024-11-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415EV93<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143040.10    | 0.00%             | 2025-02-03      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                       | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147402.20    | 0.00%             | 2025-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $424611.56    | 0.01%             | 2031-05-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                    | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105726.46    | 0.00%             | 2024-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                               | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $427271.82    | 0.01%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $969898.91    | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                       | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $75210.60     | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6470000 | PA      | $565411.99    | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $172624.25    | 0.00%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      630000 | PA      | $417517.91    | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    60200000 | PA      | $9339132.00   | 0.23%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                             | Dexia Credit Local SA                                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120642.96    | 0.00%             | 2023-12-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                        | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $433420.74    | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $53423.11     | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19744.65     | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3218000 | PA      | $3243762.58   | 0.08%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $205941.06    | 0.00%             | 2024-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207267.38    | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                         | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $253173.05    | 0.01%             | 2024-01-29      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $343765.63    | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1172237.04   | 0.03%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $70529.96     | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                       | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $287245.77    | 0.01%             | 2029-02-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $181120.59    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $228239.60    | 0.01%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      337000 | PA      | $352645.45    | 0.01%             | 2024-09-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                               | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231786.97    | 0.01%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $424683.99    | 0.01%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $261842.33    | 0.01%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                               | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208598.05    | 0.01%             | 2024-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $97846.79     | 0.00%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $337274.06    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $203457.97    | 0.00%             | 2031-11-03      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $500089.15    | 0.01%             | 2025-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CGNPC INTERNATIONAL LTD                        | CGNPC International Ltd                                                          | CUSIP: 000000000<br>LEI: 3003007JIKH4XTQVZT05 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $205582.30    | 0.00%             | 2025-09-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                       | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      352000 | PA      | $356452.06    | 0.01%             | 2025-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                          | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $196788.10    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216167.75    | 0.01%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $587483.62    | 0.01%             | 2024-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $451323.93    | 0.01%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                        | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      100000 | PA      | $90048.66     | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $172243.75    | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-338479.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $69589.03     | 0.00%             | 2024-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                            | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $127025.67    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                           | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $299874.11    | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $154177.48    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $3155414.84   | 0.08%             | 2024-06-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                         | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $585971.85    | 0.01%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      145000 | PA      | $199857.24    | 0.00%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $276832.89    | 0.01%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $338604.34    | 0.01%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                    | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $293592.55    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $219753.30    | 0.01%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                        | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      150000 | PA      | $162490.38    | 0.00%             | 2023-03-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3000000 | PA      | $697818.67    | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      950000 | PA      | $800283.34    | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $52361.29     | 0.00%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBY9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145571.38    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1083000 | PA      | $1021580.60   | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                          | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154079.14    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      760000 | PA      | $703472.36    | 0.02%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $777340.37    | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                   | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $182417.30    | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213179.68    | 0.01%             | 2024-10-04      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $249357.49    | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6180000 | PA      | $4374278.55   | 0.11%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                       | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $160582.24    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140778.90    | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      200000 | PA      | $202101.24    | 0.00%             | 2024-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                       | CUSIP: 87971MBC6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110354.36    | 0.00%             | 2026-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $410381.85    | 0.01%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $438926.07    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                       | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $131139.75    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746RQ6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18328.89     | 0.00%             | 2025-05-21      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3936000 | PA      | $4801447.46   | 0.12%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                       | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $135715.31    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                         | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $481227.09    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $137030.55    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                           | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      460000 | PA      | $474594.60    | 0.01%             | 2025-06-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                    | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $382015.92    | 0.01%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                        | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3070000 | PA      | $3220336.67   | 0.08%             | 2024-09-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264728.71    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142300.55    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                         | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $174610.33    | 0.00%             | 2025-04-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5929000 | PA      | $6266928.49   | 0.15%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    45000000 | PA      | $6596408.14   | 0.16%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $129868.80    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55452.26     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195706.63    | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2000000 | PA      | $2050582.93   | 0.05%             | 2025-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $452247.47    | 0.01%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $285673.75    | 0.01%             | 2027-12-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                        | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $520554.75    | 0.01%             | 2024-06-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                               | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $206843.39    | 0.00%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                          | National Grid Electricity Transmission PLC                                       | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $131885.31    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1727000 | PA      | $1348802.18   | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3351000 | PA      | $3853389.89   | 0.09%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                       | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $197089.48    | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      510000 | PA      | $512896.43    | 0.01%             | 2026-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                         | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      785000 | PA      | $734660.58    | 0.02%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                           | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $283811.46    | 0.01%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140119.66    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $358926.46    | 0.01%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3877000 | PA      | $3021523.77   | 0.07%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $330039.27    | 0.01%             | 2026-05-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4158000 | PA      | $3109257.93   | 0.08%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $316908.67    | 0.01%             | 2024-01-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $469186.90    | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                       | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $600159.16    | 0.01%             | 2026-03-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307714.64    | 0.01%             | 2025-03-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   557600000 | PA      | $4161662.69   | 0.10%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196319.78    | 0.00%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206850000 | PA      | $1668116.97   | 0.04%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64500000 | PA      | $10403506.02  | 0.25%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $270948.30    | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200JS1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $380502.61    | 0.01%             | 2023-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $367674.24    | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031                              | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1090000 | PA      | $939119.47    | 0.02%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8603000 | PA      | $9085358.94   | 0.22%             | 2024-11-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $160359.02    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                              | CUSIP: 369604BS1<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      325000 | PA      | $333152.59    | 0.01%             | 2025-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      375000 | PA      | $285556.34    | 0.01%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                          | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      180000 | PA      | $182865.64    | 0.00%             | 2026-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1628800000 | PA      | $1243140.15   | 0.03%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.3% 2033                            | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1006000 | PA      | $947197.57    | 0.02%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    17000000 | PA      | $610667.58    | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    81390000 | PA      | $2386840.03   | 0.06%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109126.16    | 0.00%             | 2023-03-08      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260850000 | PA      | $1895097.85   | 0.05%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                       | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $391826.37    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                             | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      360000 | PA      | $362087.59    | 0.01%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $730173.64    | 0.02%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                       | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      716000 | PA      | $720074.14    | 0.02%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                       | LeasePlan Corp NV                                                                | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106486.37    | 0.00%             | 2023-09-13      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     8200000 | PA      | $1239195.79   | 0.03%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1989470000 | PA      | $1582321.52   | 0.04%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $154028.54    | 0.00%             | 2025-06-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                          | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $302258.23    | 0.01%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                       | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141918.76    | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                        | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      794000 | PA      | $774995.85    | 0.02%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                  | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $195958.81    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1000000 | PA      | $533312.22    | 0.01%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOC CATTOLICA ASSICURAZI                       | Societa Cattolica Di Assicurazione SPA                                           | CUSIP: 000000000<br>LEI: 815600DEEE5337E9A213 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $209735.21    | 0.01%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LUMINOR BANK                                   | Luminor Bank AS/Estonia                                                          | CUSIP: 000000000<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |      100000 | PA      | $101190.86    | 0.00%             | 2025-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                       | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214440.40    | 0.01%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                  | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136854.68    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                           | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $310633.63    | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195600.09    | 0.00%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4543000 | PA      | $2845576.36   | 0.07%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SCHWEIZ AG                       | Credit Suisse Schweiz AG                                                         | CUSIP: 000000000<br>LEI: 549300CWR0W0BCS9Q144 | Long             | DBT              | CORP              | CH        |      460000 | PA      | $408663.90    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $96634.62     | 0.00%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                        | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      492000 | PA      | $484915.01    | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                           | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $355363.35    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $250515.31    | 0.01%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                           | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $324670.92    | 0.01%             | 2023-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97216.35     | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                         | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201627.25    | 0.00%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $187137.71    | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                         | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1700000 | PA      | $979670.82    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $402519.58    | 0.01%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                    | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351320.24    | 0.01%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2775000 | PA      | $3374398.26   | 0.08%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-813750.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      305000 | PA      | $256719.84    | 0.01%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                       | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $223705.64    | 0.01%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $481289.16    | 0.01%             | 2025-11-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232039.54    | 0.01%             | 2025-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                               | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $34253.13     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      434000 | PA      | $472950.90    | 0.01%             | 2024-12-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      530000 | PA      | $479827.71    | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      480000 | PA      | $384913.83    | 0.01%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $400188.73    | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                            | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      520000 | PA      | $502160.82    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $444655.35    | 0.01%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2152000 | PA      | $2748898.11   | 0.07%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $910043.97    | 0.02%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   200000000 | PA      | $1537479.35   | 0.04%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5162000 | PA      | $3462503.01   | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                            | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      240000 | PA      | $124496.11    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| ASB FINANCE LTD LONDON                         | ASB Finance Ltd/London                                                           | CUSIP: 000000000<br>LEI: 549300A8V0FZJN79NH08 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $207343.48    | 0.01%             | 2024-10-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2020000 | PA      | $987766.41    | 0.02%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $65385.57     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                       | Province of Newfoundland and Labrador Canada                                     | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $95922.81     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $733669.92    | 0.02%             | 2025-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139708.85    | 0.00%             | 2024-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                      | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      100000 | PA      | $106676.00    | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      215000 | PA      | $208643.28    | 0.01%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3022850000 | PA      | $2193419.03   | 0.05%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   264360000 | PA      | $38635109.04  | 0.93%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                        | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $302214.57    | 0.01%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $208003.46    | 0.01%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      450000 | PA      | $460035.81    | 0.01%             | 2025-01-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9010000 | PA      | $1471048.85   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      810000 | PA      | $562706.94    | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                   | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194866.66    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                             | Vonovia Finance BV                                                               | CUSIP: 000000000<br>LEI: 5299009XLZLD9TALOZ03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $103887.00    | 0.00%             | 2024-12-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                          | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $211618.16    | 0.01%             | 2024-01-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2083000 | PA      | $1918671.82   | 0.05%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                       | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103964.18    | 0.00%             | 2024-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                        | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $175894.40    | 0.00%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                               | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6012000 | PA      | $6139477.12   | 0.15%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                         | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $127909.51    | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FVY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35564.62     | 0.00%             | 2025-03-13      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                         | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2070000 | PA      | $1162804.78   | 0.03%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                             | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $305780.60    | 0.01%             | 2025-10-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   304500000 | PA      | $2019176.66   | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                          | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      430000 | PA      | $430754.50    | 0.01%             | 2026-04-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1775000000 | PA      | $13619901.66  | 0.33%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $170504.31    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112822.29    | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $208969.86    | 0.01%             | 2024-11-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2288000 | PA      | $2111081.19   | 0.05%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $170682.60    | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $203562.14    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GECINA                                         | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $297731.33    | 0.01%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1760000 | PA      | $1624501.76   | 0.04%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $627607.53    | 0.02%             | 2025-07-28      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1664000 | PA      | $1778499.99   | 0.04%             | 2024-10-21      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                   | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $293703.44    | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $203260.15    | 0.00%             | 2025-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $288765.61    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                  | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $268061.92    | 0.01%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                         | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $308947.46    | 0.01%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                             | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $257899.23    | 0.01%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                              | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $696940.02    | 0.02%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $806473.33    | 0.02%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $368643.98    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      540000 | PA      | $559727.60    | 0.01%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-265938.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                           | VW Credit Canada Inc                                                             | CUSIP: 918423AQ7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $187441.28    | 0.00%             | 2023-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $307053.85    | 0.01%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193449.70    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      380000 | PA      | $398579.53    | 0.01%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                           | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $191740.70    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131257.79    | 0.00%             | 2025-04-22      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                              | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88546.95     | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       65000 | PA      | $65588.92     | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                       | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $285588.95    | 0.01%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                          | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $320486.48    | 0.01%             | 2024-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                              | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101455.04    | 0.00%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $56021.94     | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11520000 | PA      | $1861626.68   | 0.04%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THALES SA                                      | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324217.58    | 0.01%             | 2023-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $366806.64    | 0.01%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                       | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      100000 | PA      | $108488.90    | 0.00%             | 2023-04-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      830000 | PA      | $843322.07    | 0.02%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $182570.37    | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $549547.18    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                    | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $179073.23    | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $441139.51    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3271791.70  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $410025.27    | 0.01%             | 2025-04-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086RZ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106401.86    | 0.00%             | 2025-05-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $183280.50    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $130371.07    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                       | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $408603.27    | 0.01%             | 2025-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $67280.30     | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597680.46    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $64180.05     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207838.70    | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                        | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $273811.85    | 0.01%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $184735.10    | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1440753.59   | 0.03%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                    | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      430000 | PA      | $376279.68    | 0.01%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                       | Province of Saskatchewan Canada                                                  | CUSIP: 803854JW9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       20000 | PA      | $14822.29     | 0.00%             | 2024-06-03      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EFSF                                           | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      600000 | PA      | $637913.72    | 0.02%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131750000 | PA      | $756551.59    | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                           | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88053.74     | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                         | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240896.33    | 0.01%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $117868.84    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                          | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4590000 | PA      | $3221642.63   | 0.08%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $286942.99    | 0.01%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      230000 | PA      | $243323.38    | 0.01%             | 2024-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $491968.13    | 0.01%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $428063.26    | 0.01%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5000000 | PA      | $1358828.39   | 0.03%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111545.97    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $103923.96    | 0.00%             | 2025-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                        | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110917.01    | 0.00%             | 2033-12-10      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBZ6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36632.60     | 0.00%             | 2025-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                          | CUSIP: 63306AGD2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218048.18    | 0.01%             | 2024-07-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AYT CEDULAS CAJAS X                            | AyT Cedulas Cajas X Fondo de Titulizacion de Activos                             | CUSIP: 000000000<br>LEI: 9598009V83A3SZ7DSS06 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $764460.19    | 0.02%             | 2025-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1270000 | PA      | $1460760.40   | 0.04%             | 2026-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495224.15    | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBY3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219047.01    | 0.01%             | 2025-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                              | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $99124.19     | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                        | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141860.13    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                               | Telstra Corp Ltd                                                                 | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $289532.05    | 0.01%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                         | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    67000000 | PA      | $10533961.33  | 0.25%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                            | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100116.76    | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                         | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $114689.41    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                      | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $264666.74    | 0.01%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98714.34     | 0.00%             | 2026-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                   | CUSIP: 000000000<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      450000 | PA      | $466811.48    | 0.01%             | 2024-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                       | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      396000 | PA      | $385303.51    | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $553491.41    | 0.01%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $175200.81    | 0.00%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                    | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $373489.08    | 0.01%             | 2026-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                              | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $488630.58    | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                      | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $289913.64    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $530402.70    | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                          | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      150000 | PA      | $159969.28    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2298788.65   | 0.06%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $207478.29    | 0.01%             | 2025-03-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4840000 | PA      | $5456873.57   | 0.13%             | 2026-01-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4717000 | PA      | $4547081.25   | 0.11%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $104125.08    | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $714378.43    | 0.02%             | 2026-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9540000 | PA      | $9802023.40   | 0.24%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                            | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $185535.25    | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                        | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $69515.62     | 0.00%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                            | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $405176.57    | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                              | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $184317.64    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZAF4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219143.96    | 0.01%             | 2024-09-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITE USAF II PLC                              | UNITE USAF II PLC                                                                | CUSIP: 000000000<br>LEI: 213800FRHC61OX6TZL02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244483.92    | 0.01%             | 2023-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                       | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $299870.85    | 0.01%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $604457.75    | 0.01%             | 2026-05-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                              | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |      185000 | PA      | $199049.23    | 0.00%             | 2023-07-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $498371.45    | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                         | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      562000 | PA      | $550082.25    | 0.01%             | 2028-12-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4347000 | PA      | $5404898.73   | 0.13%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                             | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $136757.53    | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 549300685QG7DJS55M76 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $217121.31    | 0.01%             | 2023-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                    | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $160093.76    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                               | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $89448.16     | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $281143.60    | 0.01%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $484091.73    | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $224740.45    | 0.01%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                               | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      520000 | PA      | $517633.58    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121000000 | PA      | $963621.63    | 0.02%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $274219.53    | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10390000 | PA      | $2151540.97   | 0.05%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                         | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $219991.39    | 0.01%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ELM BV (SWISS LIFE)                            | ELM BV for Swiss Life Insurance & Pension Group                                  | CUSIP: 000000000<br>LEI: 724500DHUNQ9NF3A7D24 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211272.44    | 0.01%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7400000 | PA      | $1759329.07   | 0.04%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                       | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $197269.95    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                       | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $118010.17    | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-245859.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $202264.32    | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1028597.20   | 0.02%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                         | CUSIP: 071813BT5<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209024.22    | 0.01%             | 2024-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3230000 | PA      | $4273713.43   | 0.10%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      690000 | PA      | $461019.88    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     3860000 | PA      | $361192.45    | 0.01%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5672000 | PA      | $4443139.43   | 0.11%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2280000000 | PA      | $1779207.01   | 0.04%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                               | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $194066.54    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2530000 | PA      | $1876798.60   | 0.05%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $742763.93    | 0.02%             | 2025-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    46000000 | PA      | $7031714.01   | 0.17%             | 2025-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $194556.42    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                     | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132862.35    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                        | Carlsberg Breweries AS                                                           | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      104000 | PA      | $96117.66     | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                             | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $388203.98    | 0.01%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   418050000 | PA      | $3213362.93   | 0.08%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                       | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $375497.37    | 0.01%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2050000 | PA      | $1501058.21   | 0.04%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                            | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $260273.57    | 0.01%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic Of Philippines                        | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $193728.01    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                         | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $161522.27    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143409.87    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                         | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AG7<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |      200000 | PA      | $135581.53    | 0.00%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                              | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $258855.93    | 0.01%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $290112.59    | 0.01%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1550000 | PA      | $431928.93    | 0.01%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46000000 | PA      | $7013945.64   | 0.17%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      840000 | PA      | $405764.94    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213057.55    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    95250000 | PA      | $836237.41    | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      440000 | PA      | $435041.46    | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                         | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      261000 | PA      | $317860.96    | 0.01%             | 2023-09-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1320000 | PA      | $937933.64    | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                             | Finland Government Bond                                                          | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      872000 | PA      | $468698.25    | 0.01%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63325.69     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $327887.85    | 0.01%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                       | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $83517.06     | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                            | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $287718.68    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                         | Province of Manitoba Canada                                                      | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36474.39     | 0.00%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $178755.78    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                    | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $105874.26    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $416010.89    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   175100000 | PA      | $1057137.75   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                       | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $288390.54    | 0.01%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                       | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      400000 | PA      | $330167.55    | 0.01%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                        | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $255583.60    | 0.01%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $935338.28    | 0.02%             | 2025-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE EUROPE                        | Glencore Finance Europe Ltd                                                      | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |      560000 | PA      | $583940.62    | 0.01%             | 2025-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      279000 | PA      | $299095.83    | 0.01%             | 2024-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $314730.02    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                       | Toyota Credit Canada Inc                                                         | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136575.10    | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                       | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $330457.92    | 0.01%             | 2027-02-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LKQ ITALIA BONDCO DI LKQ                       | Lkq Italia Bondco Di Lkq Italia Bondco Gp SRL E C SAPA                           | CUSIP: 000000000<br>LEI: 815600EF740BA0904235 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $108699.81    | 0.00%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                       | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $494729.50    | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $34157.95     | 0.00%             | 2032-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $169381.82    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $263090.38    | 0.01%             | 2024-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $465340.23    | 0.01%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                           | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $186221.92    | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1490000 | PA      | $996677.92    | 0.02%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                       | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $463876.17    | 0.01%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5109000 | PA      | $2968921.39   | 0.07%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1810000 | PA      | $1092116.53   | 0.03%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                     | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $485054.40    | 0.01%             | 2074-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                         | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $404098.12    | 0.01%             | 2027-05-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371761.92    | 0.01%             | 2031-03-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $519679.60    | 0.01%             | 2026-03-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $600563.58    | 0.01%             | 2026-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $209603.51    | 0.01%             | 2024-02-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1920000 | PA      | $2575283.42   | 0.06%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                 | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $399997.39    | 0.01%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                        | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $527077.65    | 0.01%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALIAXIS FINANCE SA                             | Aliaxis Finance SA                                                               | CUSIP: 000000000<br>LEI: 549300ZQUFZTQGVPBD44 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $263101.25    | 0.01%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3528000 | PA      | $2134168.53   | 0.05%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      504000 | PA      | $595691.75    | 0.01%             | 2025-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                        | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $515002.67    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $322068.28    | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                       | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $214953.54    | 0.01%             | 2024-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                     | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $203538.46    | 0.00%             | 2026-06-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                             | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1500000 | PA      | $1311038.05   | 0.03%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      540000 | PA      | $602336.50    | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $203765.37    | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $217225.68    | 0.01%             | 2023-03-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                       | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $143954.00    | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                          | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $190312.19    | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207326.09    | 0.01%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5877140000 | PA      | $4756485.15   | 0.11%             | 2024-06-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                             | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $395223.45    | 0.01%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $531953.52    | 0.01%             | 2023-11-06      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2905000 | PA      | $3631013.14   | 0.09%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1752210000 | PA      | $1307713.67   | 0.03%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                        | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194343.93    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                       | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63333.21     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                       | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $312541.58    | 0.01%             | 2025-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       50000 | PA      | $39243.95     | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                          | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $300899.12    | 0.01%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1710000 | PA      | $1581344.17   | 0.04%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                     | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134326.41    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                              | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $280338.02    | 0.01%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $380089.49    | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                       | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $691775.16    | 0.02%             | 2024-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                 | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $89076.75     | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      625000 | PA      | $646528.29    | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STAGECOACH GROUP PLC                           | Stagecoach Group PLC                                                             | CUSIP: 000000000<br>LEI: 4L663LRNTBQ008OK2N07 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116919.75    | 0.00%             | 2025-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $738262.09    | 0.02%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                    | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $668398.50    | 0.02%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $215340.56    | 0.01%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2320000 | PA      | $2095308.29   | 0.05%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    84500000 | PA      | $718955.98    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                       | Regie Autonome des Transports Parisiens                                          | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $97120.57     | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      375000 | PA      | $354140.58    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $856460.19    | 0.02%             | 2024-06-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                             | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      240000 | PA      | $187909.15    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6924000 | PA      | $6951128.85   | 0.17%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $313381.95    | 0.01%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                           | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300O6E2WAK3IAXE34 | Long             | DBT              | NUSS              | NO        |     7533000 | PA      | $752447.20    | 0.02%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                              | FLUVIUS System Operator CVBA                                                     | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $504339.90    | 0.01%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $162602.90    | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $309149.67    | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2492000 | PA      | $2293861.51   | 0.06%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18400000 | PA      | $3081185.45   | 0.07%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                   | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99161.15     | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                             | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $278493.31    | 0.01%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                       | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $197256.90    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $373729.66    | 0.01%             | 2024-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $243831.51    | 0.01%             | 2026-02-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                 | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1001700.30   | 0.02%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                           | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $337311.64    | 0.01%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1704000 | PA      | $1571923.86   | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      350000 | PA      | $490854.11    | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4272000 | PA      | $3367917.85   | 0.08%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202557.85    | 0.00%             | 2026-01-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                        | Caisse Francaise de Financement Local                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $178155.67    | 0.00%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2182000 | PA      | $2170670.55   | 0.05%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       75000 | PA      | $81583.56     | 0.00%             | 2024-04-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1320000 | PA      | $976958.75    | 0.02%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KERING                                         | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104382.74    | 0.00%             | 2025-05-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      890000 | PA      | $921768.99    | 0.02%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                       | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $195191.32    | 0.00%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                            | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      432000 | PA      | $412492.66    | 0.01%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $504412.74    | 0.01%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                           | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   562050000 | PA      | $4320571.81   | 0.10%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                           | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $210252.70    | 0.01%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   122050000 | PA      | $853473.29    | 0.02%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                        | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | KY        |      240000 | PA      | $310228.34    | 0.01%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $197213.42    | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $115398.83    | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4289000 | PA      | $978271.26    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                       | Holding d'Infrastructures de Transport SASU                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $325127.52    | 0.01%             | 2023-03-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $437018.12    | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      264000 | PA      | $276678.28    | 0.01%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $428845.82    | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                        | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      100000 | PA      | $100125.46    | 0.00%             | 2025-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $580414.33    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $477987.38    | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3690000 | PA      | $664652.66    | 0.02%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                           | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      436000 | PA      | $398238.51    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                       | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $484207.32    | 0.01%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                     | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $403567.59    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1044316.60   | 0.03%             | 2024-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1960000 | PA      | $1323811.20   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2829000 | PA      | $2604251.24   | 0.06%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                          | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   373700000 | PA      | $2781511.99   | 0.07%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                              | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $309231.21    | 0.01%             | 2026-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $378767.52    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3880000 | PA      | $4099697.77   | 0.10%             | 2024-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      150000 | PA      | $105356.55    | 0.00%             | 2024-01-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                        | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $280028.18    | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                         | Assicurazioni Generali SpA                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $183158.74    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $385890.53    | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $731775.01    | 0.02%             | 2024-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $409738.26    | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1400000000 | PA      | $1125694.11   | 0.03%             | 2024-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                       | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $50214.39     | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                         | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $83849.73     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                         | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $101448.72    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1000000 | PA      | $1263510.49   | 0.03%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITSLOUTTO                          | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $335610.91    | 0.01%             | 2027-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $199452.95    | 0.00%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                         | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $160548.65    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220498.00    | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                       | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $98892.63     | 0.00%             | 2026-10-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                              | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      644000 | PA      | $511581.19    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $134590.30    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5782000 | PA      | $6922469.59   | 0.17%             | 2024-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $434816.64    | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     9580000 | NS      | $9580000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TELFONICA DEUTSCH FINAN                        | O2 Telefonica Deutschland Finanzierungs GmbH                                     | CUSIP: 000000000<br>LEI: 391200FDN4TJLX3JE169 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207221.72    | 0.01%             | 2025-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3155000 | PA      | $4126713.81   | 0.10%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                        | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $198846.32    | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      270000 | PA      | $349482.88    | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                    | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134493.25    | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                            | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1750000000 | PA      | $1328866.29   | 0.03%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $611464.98    | 0.01%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43000000000 | PA      | $2818493.66   | 0.07%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LENDLEASE EUROPE FIN PLC                       | Lendlease Europe Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493002DM420BXGOTQ52 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84149.38     | 0.00%             | 2033-12-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government                           | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      430000 | PA      | $303228.88    | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      475000 | PA      | $494077.75    | 0.01%             | 2024-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $483901.48    | 0.01%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                        | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $270235.99    | 0.01%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                          | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69837.29     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780086UT9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $364841.61    | 0.01%             | 2025-09-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                         | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $199737.70    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5000000000 | PA      | $791215.29    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                       | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $341575.75    | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2250000 | PA      | $379150.22    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                 | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      504000 | PA      | $536466.67    | 0.01%             | 2024-02-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1492208.41   | 0.04%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                    | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223949.58    | 0.01%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                   | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216395.10    | 0.01%             | 2024-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                       | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $81469.96     | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                          | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96988.27     | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $441459.13    | 0.01%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3890900000 | PA      | $645249.96    | 0.02%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                            | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5600000 | PA      | $6335968.75   | 0.15%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                           | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $510215.95    | 0.01%             | 2026-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                       | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $570206.64    | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                           | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $92334.94     | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                              | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $104870.92    | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                           | Canada Housing Trust No 1                                                        | CUSIP: 13509PER0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $666460.19    | 0.02%             | 2025-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                        | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $309799.75    | 0.01%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                       | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $866893.66    | 0.02%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3850000 | PA      | $4038030.69   | 0.10%             | 2024-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                          | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $281037.91    | 0.01%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      450000 | PA      | $217387.62    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $210984.18    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2249816.86   | 0.05%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                  | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      170000 | PA      | $183826.79    | 0.00%             | 2023-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                       | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $266926.93    | 0.01%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $253362.56    | 0.01%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196400000 | PA      | $1674118.94   | 0.04%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE BANK PLC                            | Clydesdale Bank PLC                                                              | CUSIP: 000000000<br>LEI: NHXOBHMY8K53VRC7MZ54 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $384990.37    | 0.01%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      470000 | PA      | $292484.09    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $513178.44    | 0.01%             | 2025-11-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $181260.32    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                               | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108497.60    | 0.00%             | 2023-07-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                  | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $482765.41    | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                    | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206228.07    | 0.00%             | 2025-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 549300685QG7DJS55M76 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $204573.42    | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $952469.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND BERLIN                                    | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $264836.34    | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206228.60    | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   107450000 | PA      | $617227.67    | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $129899.24    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                             | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $212190.00    | 0.01%             | 2025-07-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      325000 | PA      | $329841.95    | 0.01%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                             | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $207368.60    | 0.01%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1378682.72   | 0.03%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                   | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $437560.61    | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ferrovial Emisiones SA                         | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $213490.23    | 0.01%             | 2024-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                        | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201366.33    | 0.00%             | 2026-04-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130537.04    | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                             | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    12500000 | PA      | $1783250.76   | 0.04%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4452659.85   | 0.11%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $513673.09    | 0.01%             | 2045-07-07      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190668.77    | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $97258.64     | 0.00%             | 2028-01-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                         | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $67396.80     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                               | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5110000 | PA      | $4406549.75   | 0.11%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $464429.21    | 0.01%             | 2026-05-08      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $902030.36    | 0.02%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $713674.80    | 0.02%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Transport for London                           | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $262945.23    | 0.01%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                       | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       75000 | PA      | $54741.01     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                        | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $528534.43    | 0.01%             | 2025-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                           | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   595200000 | PA      | $4582809.08   | 0.11%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                 | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |      200000 | PA      | $222881.93    | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                         | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $495128.35    | 0.01%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                           | FCA Bank SpA/Ireland                                                             | CUSIP: 000000000<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $434207.84    | 0.01%             | 2023-02-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                           | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105611.22    | 0.00%             | 2024-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2250000 | PA      | $1701498.96   | 0.04%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $574882.37    | 0.01%             | 2031-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $381133.16    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      450000 | PA      | $344551.09    | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      569000 | PA      | $565451.78    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0.4% 2035                            | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1105000 | PA      | $891257.30    | 0.02%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $292099.25    | 0.01%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                       | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    33250000 | PA      | $4955305.28   | 0.12%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2096765.08   | 0.05%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $520386.24    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32650000 | PA      | $5022348.40   | 0.12%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $949037.11    | 0.02%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2510000 | PA      | $2584724.02   | 0.06%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                              | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3120000 | PA      | $769575.59    | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    44900000 | PA      | $2102780.70   | 0.05%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $234596.17    | 0.01%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $62915.39     | 0.00%             | 2024-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                        | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $309580.19    | 0.01%             | 2025-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $307620.05    | 0.01%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer